FactSet Data Service Manual Broadcast feed · FactSet Data Service Manual Broadcast feed ... (20)

Copyright © 2018 FactSet Research Systems Inc. All rights reserved. FactSet Research Systems Inc. | www.factset.com

FactSet Data Service Manual – Broadcast feed Programmer’s Manual and Reference Version 3.0B


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Table of Contents

NOTICE ................................................................................................................................................................. 4 FACTSET CONSULTING SERVICES .................................................................................................................................. 4 DOCUMENT ORGANIZATION AND AUDIENCE .................................................................................................................... 5 DOCUMENT CONVENTIONS ......................................................................................................................................... 5 TRADEMARKS .......................................................................................................................................................... 5

CHAPTER 1 INTRODUCTION ............................................................................................................................. 6

1.1 THE FACTSET DATA SERVICE ................................................................................................................................. 6 1.2 TERMINOLOGY ................................................................................................................................................... 6 1.3 FIDS ............................................................................................................................................................... 6

1.3.1 FID Value Pairs ........................................................................................................................................ 6

CHAPTER 2 FIELD ENCODINGS AND TYPES ...................................................................................................... 7

CHAPTER 3 FIELD LIST AND ENUMERATIONS .................................................................................................. 7

3.1 FIELD LIST ........................................................................................................................................................ 7 3.1.1 Streaming fields ...................................................................................................................................... 7

3.2 FIELD ENUMERATIONS ....................................................................................................................................... 13 3.2.1 Table 1: Product codes .......................................................................................................................... 14 3.2.2 Table 2: Exchange Codes ....................................................................................................................... 22 3.2.3 Table 3: Tick Direction ........................................................................................................................... 36 3.2.4 Table 4: Quote Conditions ..................................................................................................................... 36 3.2.5 Table 5: Message Types ......................................................................................................................... 38 3.2.6 Table 6: Security Types .......................................................................................................................... 38 3.2.7 Table 7: Halt information ...................................................................................................................... 38 3.2.8 Table 8: Trade Conditions ...................................................................................................................... 41 3.2.9 Table 9: Financial Status ....................................................................................................................... 47 3.2.10 Table 10: Security status ..................................................................................................................... 47

CHAPTER 4 SECURITY LAYOUTS ..................................................................................................................... 48

CHAPTER 5 FACTSET SYMBOLOGY AND DATA POLICY ................................................................................... 48

5.1 INTRODUCTION ................................................................................................................................................ 48 5.2 REAL-TIME AND DELAYED DATA........................................................................................................................... 48 5.3 FUTURES IDENTIFIERS ........................................................................................................................................ 48

5.3.1 Timed Identifiers ................................................................................................................................... 49 5.3.2 Continuous Identifiers ........................................................................................................................... 49

5.4 OPTIONS IDENTIFIERS ........................................................................................................................................ 50 5.4.1 FactSet’s OPRA Symbology .................................................................................................................... 50 5.4.2 FactSet’s Options of Futures symbology ................................................................................................. 50

5.5 COMPOSITE EXCHANGES .................................................................................................................................... 51 5.5.1 US Composite........................................................................................................................................ 51 5.5.2 Canadian Composite ............................................................................................................................. 51 5.5.3 Indian Composite .................................................................................................................................. 52 5.5.4 Australian Composite ............................................................................................................................ 52 5.5.5 German Composite ............................................................................................................................... 52

5.6 MARKET AND INDEX MOVERS .............................................................................................................................. 53 5.6.1 Market Movers ...................................................................................................................................... 53 5.6.2 Index Movers ........................................................................................................................................ 54

5.7 EXCHANGE ROLL-OVER TIMING ............................................................................................................................. 54 5.8 CLOSE FIELDS .................................................................................................................................................. 55


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APPENDIX ..................................................................................................................................................... 56

APPENDIX A: ISO 8859-1 TABLE .............................................................................................................................. 56 APPENDIX B: INTERNATIONAL CURRENCY CODES ISO-4217 ............................................................................................ 62


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Notice

This manual contains confidential information of FactSet Research Systems Inc. or its affiliates ("FactSet"). All

proprietary rights, including intellectual property rights, in the Licensed Materials will remain property of FactSet or its

Suppliers, as applicable. The information in this document is subject to change without notice and does not represent a

commitment on the part of FactSet. FactSet assumes no responsibility for any errors that may appear in this

document.

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Document Organization and Audience This document provides an understanding of the data available through the FactSet Data Service. This document

describes the data and is a companion to the FactSet DataFeed API manual and the FactSet Snapshot manual, which

describe the technology.

• Chapter 1 - introduces general concepts and terminology • Chapter 2 - gives an overview of all the possible field types and encodings • Chapter 3 - lists all the fields and their enumerations • Chapter 4 - describes the record layouts for various types of securities (i.e., Equity, Index, Option, Future,

Corporate Bond, etc.)

• Chapter 5 - outlines FactSet symbology with examples of common symbols • Appendix - contains industry standard enumerations (e.g., character, currency, and exchange codes)

Document Conventions

This document uses the following conventions:

• Code examples use a courier 10 font - FDF: :connect()

• Methods, when first introduced, appear in bold - FDF::dispatch_responses()

• Directory delimiter character follows the UNIX convention - forward slash (‘/’). Trademarks

FactSet is a registered trademark of FactSet Research Systems, Inc.

Microsoft is a registered trademark, and Windows is a trademark of Microsoft Corporation.

Linux is a registered trademark of Linus Torvalds

Cisco is a trademark of Cisco Systems, Inc

UNIX ® is a registered trademark of The Open Group.

SPARC is a registered trademark of SPARC International, Inc.

Intel is a registered trademark of Intel Corporation

XWindows is a registered trademark of Massachusetts Institute of Technology

All other brand or product names may be trademarks of their respective companies.


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Chapter 1 Introduction

1.1 The FactSet Data Service The FactSet Data Service is a data model standard that applications utilize. It contains information about fields, field

types, field encodings, and data fields for various types of data.

1.2 Terminology The following terminology is used throughout this documentation:

Terminology Meaning

XML eXtensible Markup Language - a defined standard for exchanging information. The information contains markup tags used to describe the data values.

FactSet Data Server A server which provides permissioned access to FactSet data.

Service A data source or supplier identified by a string name.

Consumer Any application that uses this API.

FID Field Identifier - an integer identifier that describes the encoding and business meaning of a field value.

Opaque Data Data without a defined interpretation, which is simply a pointer and size to the data.

Field/Value Pairs A self-describing message format used in API responses. Each pair contains a FID and some opaque data. The FID defines the type and meaning of the data.

Iso-8859-1 A standard character encoding for the Latin alphabet.

unicode An industry standard encoding that defines all the symbols from all the writing systems of the world. Also referred to as Universal Character Set.

1.3 FIDs

1.3.1 FID Value Pairs

The FactSet Data Service uses the widely accepted standard of representing data as field/value pairs. This data

structure tags all data elements with an integer identifier. This identifier is commonly known as a FID (i.e., field

identifier).

The value is typically some opaque binary data and its associated size. Every field/value pair has an agreed upon

meaning by both the data sources and the consuming applications. This meaning can never be changed once

published to the applications. Furthermore, the values are rarely null-terminated. This allows data values to contain

binary data. Applications should never assume null-terminated field values, unless the publishing data source makes

this guarantee.


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Chapter 2 Field Encodings and Types

Field values can contain arbitrary data (i.e., the data is opaque). However, in order for an application to make use of

the data, it must understand the underlying encoding and type. This meta-information is implicitly based on the field

identifier. Furthermore, this information can never be changed.

Chapter 3 Field List and Enumerations

3.1 Field List

This table contains the field identifiers (FIDs) and their meanings. The table is sorted by field identifier, which is also

the primary key. In addition, the field name is a secondary key. Therefore, both names and field identifiers can be used

to filter responses to many types of queries.

For each field’s type and encoding definitions, see Chapter 2: Field Encodings and Types.

3.1.1 Streaming fields Using the broadcast feed, the below fields are supported in the API.

FID Field Name Type Description

1 FDS_SEQ_NUM INT Sequence number, incremented by one with each tick

4 PRODUCT INT Product identifier

12 ISIN STRING ISIN

14 CUSIP STRING CUSIP

15 SEDOL STRING SEDOL

17 ISO_CODE STRING Exchange ISO-Code

20 EXCHANGE INT Exchange Code

25 LAST_TICK INT Official last tick

31 LAST_VOL INT Official last traded volume

33 LAST_EXCH INT Official last traded exchange

38 QUOTE_CONDITION INT Current Quote Condition

50 LAST_PRICE DOUBLE Official last trade price

51 CONTRACT_SIZE INT Options Contract Size

62 PRICE_CURRENCY STRING Price currency code

89 ORDER_CODE STRING Order Code

107 HIGH DOUBLE Current high for the day

132 CVOL INT64 Cumulative volume

147 TOTAL_CAP_GAIN DOUBLE Capital Gain

148 FOOTNOTE STRING Footnote

158 OPEN DOUBLE Open Price

174 TRADE_CONDITION STRING Trade Condition


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189 CONTRACT_HIGH DOUBLE Contract High Price

208 PREV_CLOSE DOUBLE Previous trading days Close

209 CONTRACT_LOW DOUBLE Contract Low Price

239 STRIKE_PRICE DOUBLE Options Strike Price

267 TRADE_COUNT INT Cumulative trade count

269 BLOCK_TRADE_COUNT INT Cumulative block count

271 BLOCK_CVOL INT Cumulative block volume

277 SHORT_SALE_INDICATOR INT Flag to indicate if a security is restricted from being sold short

278 MID DOUBLE Current official mid-price

279 ANNUALIZED_SEVEN_DAY_YIELD DOUBLE Annualized Seven day yield

296 BID_CLOSE_VOL INT Official Closing Bid Volume

297 ASK_CLOSE_VOL INT Official Closing ask Volume

307 LOW DOUBLE Current low for the day

341 TURNOVER DOUBLE Turnover

342 MID_NET_CHANGE DOUBLE Options Net Change in Mid-Price

343 BID_POINTS DOUBLE Current bid points

390 DAYS_TO_EXPIRATION INT Days to Expiration

398 MID_HIGH DOUBLE Current mid high price

399 MID_LOW DOUBLE Current mid low price

427 ORDER_LOT_SIZE INT Number of securities in a lot

465 UNCROSSING_PRICE DOUBLE Uncrossing Price

466 UNCROSSING_VOL INT Uncrossing Volume

505 BID_VOL INT Current bid size

506 BID_EXCH INT Exchange of the current bid price

509 BID DOUBLE Current bid price

518 BID_TICK INT Current bid tick direction

526 OFFICIAL_CLOSE DOUBLE Official Close

528 OFFBOOK_CUM_VOL INT Off Book Cumulative Volume

530 VENUE STRING Venue

531 EX_DATE_STATUS STRING Ex-Date Status

535 MID_CLOSE DOUBLE Options Mid-Price

537 SPREAD_10Y DOUBLE 10 Year spread

538 SPREAD_5Y DOUBLE 5 year spread

541 ASK_YIELD DOUBLE Ask Yield

546 BENCHMARK_ID STRING Benchmark ID

550 BID_YIELD DOUBLE Bid Yield

552 CALLABLE_DATE INT Callable Date

556 COUPON_RATE DOUBLE Coupon Rate

571 MID_YIELD DOUBLE Mid Yield


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573 HIGH_YIELD DOUBLE High Yield

574 ISSUE_DATE INT Issue Date

605 ASK_VOL INT Current ask size

606 ASK_EXCH INT Exchange of the current ask price

609 ASK DOUBLE Current ask price

629 NORMAL_MARKET_SIZE INT Normal Market Size (MiFID)

630 STANDARD_MARKET_SIZE INT Standard Market Size (MiFID)

631 EXCHANGE_MARKET_SIZE INT Exchange Market Size (MiFID)

632 SETTLEMENT_INDICATOR INT Options Indicator for Settlement

633 PERIOD STRING Period

635 AUTO_TRADE_CVOL INT Cumulative Volume calculated on all automated trading volumes for order-based segments

636 AUTO_TRADE_COUNT INT Trade Quantity including only order book (automatic) trades

637 AUTO_TRADE_VWAP DOUBLE VWAP including only order book (automatic) trades

640 TOTAL_BUY_VOL INT Total Buy Volume

641 TOTAL_SELL_VOL INT Total Sell Volume

648 BID_CLOSE DOUBLE Official Closing Bid

649 ASK_CLOSE DOUBLE Official Closing ask

652 COUNTRY_CODE STRING ISO Country code

654 ASSETS_PRICE DOUBLE Assets Price

656 CURRENT_YIELD DOUBLE Current Yield

659 LONG_CAP_GAIN DOUBLE Long Capital Gain

662 NET_CHANGE DOUBLE Net Change

663 OTHER_CAP_GAIN DOUBLE Other Capital Gain

666 SEVEN_DAY_YIELD DOUBLE Seven Day Yield

667 SHORT_CAP_GAIN DOUBLE Short Capital Gain

668 UNALLOC_DISTR_PRICE DOUBLE Unassigned term gains

671 RETURN_1D DOUBLE 1 Day return

672 RETURN_YTD DOUBLE Year to Date Return

673 RETURN_1M DOUBLE 1 Month Return

674 RETURN_3M DOUBLE 3 Months Return

675 RETURN_12M DOUBLE 12 Months Return

676 RETURN_MTD DOUBLE Month to Date Return

677 RETURN_QTD DOUBLE Quarter to Date return

678 RETURN_WTD DOUBLE Week to Date Return

703 COMMISSION STRING Commission flag

705 VOLUME_INDICATOR STRING Volume indicator

706 ASK_POINTS DOUBLE Current ask points


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711 OPEN_INTEREST INT Open Interest

713 EXPIRATION_DATE INT Expiration Date

764 DOLLAR_CHANGE DOUBLE Dollar Change

766 CLOSE_2 DOUBLE Close Range 2

771 OPEN_2 DOUBLE End Price in Opening price range

772 RESUME DOUBLE First Price in session resume price range

773 RESUME_2 DOUBLE End Price in session resume price range

775 PREV_SETTLE DOUBLE Previous Settle

780 VWAP DOUBLE Volume Weighted Average Price

781 SETTLEMENT_TODAY DOUBLE Settle Price for Electronic session

793 SETTLEMENT_DATE INT Settle Date

798 CLOSE_YIELD DOUBLE Close Yield

799 LOW_YIELD DOUBLE Low Yield

805 PREV_SETTLE_DATE INT Previous Settle Date

815 SETTLEMENT DOUBLE Settle Price

816 PERCENT_CHANGE DOUBLE Percent Change

834 CORR_LAST_VOL INT Corrected Last Volume

890 AS_OF_INDICATOR INT As of indicator

892 PREV_CLOSE_UNADJ DOUBLE Unadjusted Previous trading days Close

896 PREMKT_NET_CHANGE DOUBLE Pre Market Net Change

897 PREMKT_PERCENT_CHANGE DOUBLE Pre Market Percent Change

912 TRADED_PRICE DOUBLE Last traded Price

918 TRADED_VOL INT Last traded Volume

924 REPORTING_SIDE STRING Flag who reported the sale (B- Buy, S- Sell)

1000 SEQUENCE INT Message sequence number

1001 ORIG_SEQUENCE INT Original Sequence

1010 VENDOR_SYMBOL STRING Symbol

1011 UNDERLYING_SECURITY STRING Underlying security for contract

1019 PREMKT_PRICE DOUBLE Unofficial last premarket trade price

1030 MSG_TYPE INT Message Type Table

1087 UPPER_TRADING_BAND DOUBLE Upper trading band

1093 LOWER_TRADING_BAND DOUBLE Lower trading band

1098 TRADED_CONDITION STRING Last traded trade condition

1104 UNCROSSING_CONDITION INT Uncrossing Condition

1160 SETTLEMENT_TIME INT Settlement time

1162 SETTLEMENT_DATE_TODAY INT Settle Date for Electronic session

1172 PREV_CLOSE_2 DOUBLE Previous trading days Close late rollover

1176 PREV_CLOSE_UNADJ_2 DOUBLE Unadjusted Previous trading days Close late rollover


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1182 FEED_CURRENCY STRING Currency the Exchange sends the prices to FactSet in

1184 HALT_DESCRIPTION STRING Halt description

1199 CORR_LAST DOUBLE Corrected last Price

1288 UNOFFICIAL_PRICE DOUBLE Unofficial last trade price

1292 UNOFFICIAL_VOLUME INT Unofficial Volume

1334 UNOFFICIAL_CONDITION STRING Unofficial trade condition

1335 TRADE_LOT_SIZE INT The minimum number of lots required to trade

1369 BENCHMARK_YIELD DOUBLE Benchmark Yield

1373 BENCHMARK_YIELD_BID DOUBLE Benchmark Yield Bid

1377 BENCHMARK_YIELD_ASK DOUBLE Benchmark Yield Ask

1381 BENCHMARK_SPREAD DOUBLE Benchmark spread

1385 BENCHMARK_SPREAD_BID DOUBLE Benchmark spread Bid

1389 BENCHMARK_SPREAD_ASK DOUBLE Benchmark spread Ask

1394 TRADED_YIELD DOUBLE Traded Yield

1409 MSG_GENESIS INT64 Internal field used by the toolkit to synchronize snapshots properly

1414 HALT_INFO INT Halt Status

1438 FIRST_SESSION_PRICE DOUBLE First trading session Price

1442 FIRST_SESSION_HIGH DOUBLE First trading session High Price

1446 FIRST_SESSION_LOW DOUBLE First trading session Low Price

1450 FIRST_SESSION_CLOSE DOUBLE First trading session Close Price

1454 FIRST_SESSION_CVOL INT64 First trading session Cumulative Volume

1455 FIRST_SESSION_VWAP DOUBLE First trading session VWAP

1459 SECOND_SESSION_PRICE DOUBLE Second trading session Price

1463 SECOND_SESSION_HIGH DOUBLE Second trading session High Price

1467 SECOND_SESSION_LOW DOUBLE Second trading session Low Price

1471 SECOND_SESSION_CLOSE DOUBLE Second trading session Close Price

1475 SECOND_SESSION_CVOL INT64 Second trading session Cumulative volume

1476 SECOND_SESSION_VWAP DOUBLE Second trading session VWAP

1499 TICK_SIZE DOUBLE Tick Size

1507 TICK_GROUP STRING Tick Group

1508 TICK_PILOT_EFF_DATE INT Tick Pilot effective day

1509 PRICE_MULTIPLIER DOUBLE Factor used to scale from major Currency Code to minor currency

1513 NOMINAL_VALUE DOUBLE Par Value

1517 PRIMARY_MARKET STRING FactSet Exchange Code of primary market for instrument. Determined by highest trading volume over a 30-day calendar period

1528 SECOND_SESSION_OPEN DOUBLE Second session Open price


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1579 EXECUTION_VENUE STRING Execution Venue

1591 NOTIONAL_AMOUNT DOUBLE Notional Amount, used for MiFID II

1595 NOTIONAL_CURRENCY STRING Notional Currency, used for MiFID II

1596 PRICE_NOTATION STRING Flag for price expressed in monetary value, MiFID II field

1597 QUANTITY_NOTATION STRING Number of units of the financial instrument

1598 TRANSPARENCY_INDICATOR INT Transparency indicator

1599 MIFID_CLEARING_FLAG INT MiFID clearing Flag

1601 MIC_CODE_SEG STRING Segment MIC code

1604 TRANSACTION_ID_CODE STRING Transaction ID code

1605 PUBLICATION_VENUE STRING Publication Venue

1606 PUBLICATION_TIME INT64 Publication time

1607 INSTRUMENT_CODE_TYPE STRING Instrument Type

1609 EXECUTION_TIME INT64 Execution time

1610 MMT_MARKET_MECHANISM STRING Market mechanism that has facilitated the trade following MMT level 1

1611 MMT_TRADING_MODE STRING Trading mode under which the trade was executed following MMT level 2

1612 MMT_TRANSACTION_TYPE STRING Transaction under which the trade was executed following MMT Level 3

1613 MMT_PUBLICATION_MODE STRING Publication mode and post-trade deferral reasons following MMT Level 4

1614 MMT_DUPLICATIVE_INDICATOR STRING Duplicative indicator following MMT level 5

1637 LIS_CVOL INT Volume of Large In Scale trades as defined by MiFID II regulations

1638 NEGOTIATED_CVOL INT Total Negotiated Volume

1639 REFERENCE_CVOL INT Reference Volume

1650 UNOFFICIAL_EXCH INT Unofficial Exchange

1660 VENDOR_TS EPOCH_NSEC Time for Event

1661 BID_TS EPOCH_NSEC Bid time in ns since epoch

1662 BID_CLOSE_TS EPOCH_NSEC Bid close time in ns since epoch

1663 ASK_TS EPOCH_NSEC Ask time in ns since epoch

1664 ASK_CLOSE_TS EPOCH_NSEC Ask close time in ns since epoch

1665 MID_TS EPOCH_NSEC Mid time in ns since epoch

1666 MID_CLOSE_TS EPOCH_NSEC Mid close time in ns since epoch

1667 OPEN_TS EPOCH_NSEC Open time in ns since epoch

1668 HIGH_TS EPOCH_NSEC High time in ns since epoch

1669 LOW_TS EPOCH_NSEC Low time in ns since epoch

1670 UNOFFICIAL_TS EPOCH_NSEC Unofficial time in ns since epoch

1671 TRADED_TS EPOCH_NSEC Last traded time in ns since epoch

1672 PREMKT_TS EPOCH_NSEC Last premarket time in ns since epoch


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1673 POSTMKT_TS EPOCH_NSEC Last postmarked time in ns since epoch

1674 LAST_TS EPOCH_NSEC Last time in ns since epoch

1675 PREV_CLOSE_TS EPOCH_NSEC Previous close time in ns since epoch

1676 CLOSE_TS EPOCH_NSEC Close time in ns since epoch

1742 OFF_HOUR_EXCH INT Exchange for off hour trade

1743 PREMKT_EXCH INT Exchange for Premarket trade

1744 POSTMKT_EXCH INT Exchange for Post market trade

1745 OPT_DELIVERABLES STRING Deliverables for options

1746 UNDERLYING_EXCHANGE STRING List exchange for Root symbol

1749 ANNUAL_CAP_GAINS DOUBLE Annual Capital Gains

1820 BUY_ID STRING Buy ID

1824 SELL_ID STRING Sell ID

1832 PREMKT_VOL INT Unofficial last premarket traded volume

1836 PREMKT_CVOL INT Unofficial last premarket cumulative volume

1860 POSTMKT_VOL INT Unofficial last post market traded volume

1864 POSTMKT_CVOL INT Unofficial last post market cumulative volume

1881 POSTMKT_NET_CHANGE DOUBLE Post market Net Change

1882 POSTMKT_PERCENT_CHANGE DOUBLE Post market Percent Change

1896 FINANCIAL_STATUS INT Financial Status Enumeration Table

2029 POSTMKT_PRICE DOUBLE Unofficial last post market trade price

2082 TRUE_ISO_CODE STRING ISO code of Venue

2800 SECURITY_STATUS INT Security Status or Halt Indicator

10052 SUBSIDIZED_SEVEN_DAY_YIELD DOUBLE Subsidized seven day Yield

13129 SECURITY_TYPE STRING Security Type

14000 MARKET_MAKER_ID STRING Market Maker ID

3.2 Field Enumerations

The following table defines the enumerated fields from the field list table. The table is sorted by field identifier. The

table number listed in the Table column provides an easy reference to find each table with the enumerated values.

FID Field Name Table Description

4 PRODUCT 1 Product identifier

20 EXCHANGE 2 Exchange ISO-Code

25 LAST_TICK 3 Official last tick

33 LAST_EXCH 2 Official last traded exchange

38 QUOTE_CONDITION 4 Current Quote Condition

506 BID_EXCH 2 Exchange of the current bid price

518 BID_TICK 3 Current bid tick direction


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606 ASK_EXCH 2 Exchange of the current ask price

1030 MSG_TYPE 6 Message Type Table

1080 SECURITY_TYPE 7 Security Type

1104 UNCROSSING_CONDITION 11 Uncrossing Condition

1414 HALT_INFO 9 Halt Status

2042 FINANCIAL_STATUS 10 Financial Status

2709 TRADE_CONDITION 11 Trade Condition

2800 SECURITY_STATUS 12 Security Status or Halt Indicator

3.2.1 Table 1: Product codes

Product code

Description

9001 New York Stock Exchange Level 1

9002 Nasdaq Stock Market Level 1

9003 Nasdaq Stock Market Level 2

9004 NYSE American Level 1

9005 US Options Composite Pricing Level 1

9006 FINRA OTC Level 1

9008 NYSE OpenBook

9009 NYSE Arca Level 1

9011 Cboe BZX US Equities Exchange Level 1

9013 OTC Markets Level 1

9015 Nasdaq Global Index Dissemination Service (OMX)

9016 IEX Market Level 1

9101 Chicago Mercantile Exchange Level 1

9102 Chicago Board of Trade Level 1

9103 New York Mercantile Exchange Metals Level 1 (COMEX)

9104 New York Mercantile Exchange Energy Level 1

9106 Cboe Futures Exchange Level 1

9107 S&P Indices Complete (CME)

9108 CBT eMini Futures Level 1

9111 BM&F Derivatives Futures Level 1

9160 S&P Indices (FactSet Calculated)

9180 MSCI Indices

9200 Dow Jones Indices

9201 Dow Jones Total Market Indices

9300 Cboe Data Services Indices

9400 Tullett Prebon TreasuryMarker

Product code

Description

9401 Tullett Prebon Developed Market Government Benchmarks

9402 Tullett Prebon Active Agencies

9403 Tullett Prebon MoneyMarker Rates

9405 Tullett Prebon Enhanced MoneyMarker Rates

9406 Tullett Global Benchmarks

9407 Tullett Treasury Marker

9408 Tullett Asian Benchmarks

9409 Tullett Latin America Bonds

9420 FINRA TRACE Corporate Bond Feed

9501 Montreal Exchange Equity and Index Options Level 1

9503 Eurex Equity and Index Options Level 1

9504 Euronext Equity and Index Options Level 1

9505 Italian Derivatives Equity and Index Options Level 1

9506 Spanish Derivatives Equity and Index Options Level 1

9507 Oslo Exchange Equity and Index Options Level 1

9508 Warsaw Stock Exchange Equity and Index Options Level 1

9509 ASX Equity and Index Options Level 1

9510 ASX24 Options on Futures Level 1

9512 Osaka Securities Exchange Options Level 1

9513 Korea KRX Exchange KOSPI Options Level 1

9514 Thailand Futures Exchange Options Level 1


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Product code

Description

9596 CBT eMini Futures Level 1

9610 ICE Futures US Level 1

9611 ICE Futures Europe Commodities Level 1

9620 Oslo Exchange Derivative Futures Level 1

9625 FINRA TRACE 144A Bond Feed

9626 Montreal Exchange Options Statistics

9627 Eurex Options Statistics

9628 Oslo Exchange Derivatives Options Statistics

9629 Euronext Derivatives Equity and Index Options Statistics

9630 Spanish Markets Indices (Madrid)

9631 Spanish Markets Indices (Barcelona)

9632 Spanish Markets Indices (Bilboa)

9633 Spanish Markets Indices (Valencia)

9634 Spanish Markets Indices (BME)

9638 Warsaw Stock Exchange Derivatives Futures level 1

9641 ICE Futures Europe Options Statistics

9642 Nasdaq OMX Equity and Index Option Statistics

9643 ASX Option Statistics

9644 ICE Futures Europe Options Level 1

9645 Osaka Securities Exchange Option Statistics

9647 Nasdaq OMX Nordic SEK Fixings

9648 Nasdaq OMX Nordic DKK Fixings

9649 Spanish Derivatives Options Statistics

9660 Colombia Stock Exchange Level 1

9661 Italian Derivatives Option Statistics

9662 Warsaw Stock Exchange Derivatives Options Statistics

9663 Colombo Stock Exchange Level 1

9664 Karachi Stock Exchange Level 1

9665 Ljubljana Stock Exchange Level 1

9666 Belgrade Stock Exchange Level 1

9667 Zagreb Stock Exchange Level 1

9668 Nigerian Stock Exchange Level 1

9669 Nairobi Stock Exchange Level 1

9671 ICE Futures Europe Soft Commodities Futures Level 1

9672 Nasdaq MRX Level 1

Product code

Description

9675 Johannesburg Stock Exchange Level 2

9676 IBOR Fixings - Asia

9677 IBOR Fixings - Europe

9678 IBOR Fixings - Americas

9679 Aequitas NEO-N Other Listed Securities Level 1

9680 ICE Futures Europe Indices

9681 Cboe EDGX Options Exchange Level 1

9682 Cboe EDGX Options Exchange Statistics

9685 Zagreb OTC Trade Reporting

9689 Hong Kong Derivatives Options Level 1

9690 Hong Kong Derivatives Options Statistics

9691 Aequitas NEO-N Level 1

9692 Aequitas NEO-N Level 2




9696 Aequitas NEO-L Level 1

9697 Aequitas NEO-L Level 2

9698 Aequitas NEO-L Other Listed Securities Level 1


9700 Hong Kong-Shanghai Connect Level 1

9701 Shanghai-Hong Kong Stock Connect Level 1



9707 ICE Data Services Continuous Evaluated Pricing

9708 CME Options on Futures Level 1

9709 CME Options on Futures (Electronic Session) Level 1

9710 CME eMini Options on Futures Level 1

9711 CBT Options on Futures Level 1

9712 CBT Futures on Options (Electronic Session) Level 1

9713 CBT eMini Options on Futures Level 1

9714 NYMEX Options on Futures Energy Level 1


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Product code

Description

9715 NYMEX Options on Futures Energy (Electronic Session) Level 1

9716 NYMEX Options on Futures Metals (COMEX ) Level 1

9717 NYMEX Options on Futures Metals (COMEX Electronic Session) Level 1

9718 NYMEX eMini Options on Futures Energy Level 1

9719 NYMEX eMini Options on Futures Metals (COMEX) Level 1

9850 Budapest Stock Exchange Derivatives Futures

9856 NYSE Arca Bonds

9857 Tokyo JASDAQ Level 2

9858 Tokyo JASDAQ Level 1

9906 Zurcher KantonalBank EKMU-X

9907 Zurcher KantonalBank Securities Exchange

9908 China Financial Futures Exchange

9909 Bitfinex

9910 Nasdaq OMX Nordic Equity APA

9922 Canadian Securities Exchange Level 2

9923 Colombia Stock Exchange Level 2

9924 Taipei Exchange Level 2

9925 Moscow Exchange Fixed Income Level 1

9926 SIX Swiss Reference Rates

9927 Tel Aviv Stock Exchange Derivatives Futures Level 1

9928 Tel Aviv Stock Exchange Derivatives Options Level 1

9929 Tel Aviv Stock Exchange Option Statistics

9930 Osaka Securities Exchange JGB Futures Level 1

9931 Osaka Securities Exchange JGB Futures Level 1 (Day Session)

9932 Osaka Securities Exchange JGB Futures Level 1 (Electronic Session)

9933 BSE India Equities Level 2

9934 Cboe Data Services CMSI - FTSE Indices

9935 Cboe Data Services CMSI - iNAV

9936 Cboe Data Services CMSI - Crypto Feed

10000 Toronto Stock Exchange Level 1

10001 London Stock Exchange UK Domestic Level 1

10002 FX Rates

Product code

Description

10003 Toronto TSX Ventures Exchange Level 1

10004 Irish Stock Exchange Level 1

10005 FTSE Global Indices

10006 STOXX Indices

10008 London Stock Exchange International Level 1

10009 Montreal Exchange Futures Level 1

10010 Euronext Paris Level 1

10011 Euronext Brussels Level 1

10012 Euronext Lisbon Level 1

10013 Euronext Amsterdam Level 1

10014 Euronext Indices

10018 Baltic Exchange Indices

10019 FTSE Bursa Malaysia Indices

10020 Frankfurt Stock Exchange (Floor Trades) Level 1

10021 Dusseldorf Stock Exchange Level 1

10022 Munich Stock Exchange Level 1

10023 Hamburg Stock Exchange Level 1

10024 Berlin Stock Exchange Level 1

10025 Hannover Stock Exchange Level 1

10026 XETRA Level 1

10027 Vienna Stock Exchange Level 1

10030 Milan Stock Exchange Level 1

10031 Deutsche Boerse ETFs and Indices Level 1

10033 Italian Derivatives Futures Level 1

10034 Vienna Stock Exchange Indices

10036 Omega ATS Level 1

10037 Omega ATS Level 2

10038 Nasdaq CXC Toronto-Listed Securities Level 1

10039 Nasdaq CXC Toronto-Listed Securities Level 2

10040 Spanish Markets (MCE) Level 1

10041 Spanish Derivatives Futures Level 1

10042 PURE Trading Level 1

10043 PURE Trading Level 2

10044 TMX Alpha ATS Level 1


10046 Cboe Europe Equities BXE Level 1

10047 XETRA Customized Indices


(17)

Product code

Description

10050 SIX Swiss Exchange Level 1

10052 CSI China Indices

10053 Euronext Level 2

10054 Nasdaq OMX Equities Level 2

10055 FTSE Global Indices (APAC Region)

10056 FTSE Global Indices (US Region)

10057 FTSE Global Indices (Middle East Region)

10060 Athens Stock Exchange Level 1

10065 Nasdaq Basic (Nasdaq-Listed)

10066 Nasdaq Basic (NYSE-Listed)

10067 Nasdaq Basic (NYSE American-Listed)

10070 Nasdaq Copenhagen Equities Level 1

10071 Oslo Exchange Level 1

10072 Nasdaq Helsinki Equities Level 1

10073 Nasdaq OMX Stockholm Equities Level 1

10074 Nasdaq OMX Derivatives Futures Level 1

10075 Nasdaq OMX Iceland Equities Level 1

10080 Eurex Futures Level 1

10090 Euronext Currency Derivatives Level 1

10091 Euronext Equity and Index Derivatives Level 1

10093 Euronext Derivatives Commodities Level 1

10103 Ukrainian Exchange Level 1

10107 Moscow Exchange Derivatives Futures Level 1

10108 Moscow Exchange Equities Level 1

10110 Warsaw Stock Exchange Level 1

10120 Budapest Stock Exchange Level 1

10130 Prague Stock Exchange Level 1

10140 Bucharest Stock Exchange Level 1

10150 Istanbul Stock Exchange Level 1

10160 Tel Aviv Stock Exchange Level 1

10161 Nasdaq OMX Baltic Riga Equities Level 1

10162 Nasdaq OMX Baltic Tallinn Equities Level 1

10163 Nasdaq OMX Baltic Vilnius Equities Level 1

10165 Dubai Mercantile Exchange Level 1

10201 London Stock Exchange Tradecho UK Level 1

10202 Deutsche Borse APA Service Level 1

Product code

Description

10203 Euronext APA Service

10204 Nasdaq Stockhom APA Service

10205 Oslo Bors APA Service

10206 Ireland OTC Trade Reporting

10208 Cboe Europe Equities CXE

10210 Vienna Transparent Trade Reporting II APA Service

10215 Cboe BXTR Trade Reporting Service

10218 London Stock Exchange Tradecho International Level 1

11000 Tokyo Stock Exchange Level 1

11001 Fukukoa Stock Exchange Level 1

11002 Sapporo Stock Exchange Level 1

11003 Nagoya Stock Exchange Level 1

11004 Osaka Securities Exchange Futures Level 1

11006 Nikkei Indices

11100 Stock Exchange of Hong Kong Level 1

11101 Hang Seng Indices

11102 Hong Kong Derivatives Futures Level 1

11103 Hong Kong Derivatives Futures Level 1 (Day Session)

11104 Hong Kong Derivatives Futures Level 1 (Second Session)

11110 Singapore Exchange Level 1

11115 Singapore Exchange Derivatives Level 1

11116 FTSE STI Indices (Singapore)

11117 Singapore Exchange Derivatives Futures (Day Session) Level 1

11118 Singapore Exchange Derivatives Futures (Second Session) Level 1

11120 Bursa Malaysia Level 1

11130 Taiwan Stock Exchange Level 1

11135 Taipei Exchange Level 1

11140 Korea KRX Exchange Level 1

11141 Korea KRX Exchange KOSDAQ Level 1

11143 Korea KRX Exchange KOSPI Futures Level 1

11150 BSE India Level 1

11151 National Stock Exchange of India Level 1

11160 Stock Exchange of Thailand Level 1

11163 Thailand Futures Exchange Futures Level 1


(18)

Product code

Description

11170 Indonesia Stock Exchange Level 1

11200 ASX Level 1

11201 ASX24 Futures Level 1

11250 New Zealand Exchange Level 1

11300 NYSE Market Stats

12000 Mexican Stock Exchange Level 1

12010 Sao Paulo Stock Exchange Level 1

12016 Turquoise Level 1

12020 Buenos Aires Stock Exchange Level 1

12030 Santiago Stock Exchange Level 1

12050 Lima Stock Exchange Level 1

12060 Shenzhen Stock Exchange Level 1

12061 Shanghai Stock Exchange Level 1

12080 Luxembourg Stock Exchange Level 1

12081 Luxembourg Stock Exchange Indices

12082 Osaka Securities Exchange Futures (Day Session) Level 1

12083 Osaka Securities Exchange Futures (Electronic Session) Level 1

12084 CME Options on Futures Statistics

12085 CBT Options on Futures Statistics

12086 NYMEX Options on Futures Energy Statistics

12087 NYMEX Options on Futures Metals (COMEX) Statistics

12088 ICE Futures US Options Statistics

12089 Banja Luka Stock Exchange Indices

12090 Banja Luka Stock Exchange Level 1

12091 Macedonia Stock Exchange Indices

12092 Macedonia Stock Exchange Level 1

12093 Vienna Stock Exchange Structured Products Level 1

12100 Johannesburg Stock Exchange Level 1

12101 Johannesburg Derivatives (SAFEX) Level 1

12130 Municipal Securities Rulemaking Board

12166 German Composite Pricing Level 1

12167 European Composite Pricing

12168 Dow Jones Economic Indicators

12171 Oslo Exchange Level 2

12172 Shanghai Stock Exchange Level 2

12173 Irish Stock Exchange Bonds and Funds

Product code

Description

12174 NYSE ArcaBook

12175 OPRA Indices (CBO)

12177 London Stock Exchange International Board Level 1

12178 Nasdaq OMX Commodities Level 1

12180 FINRA TRACE US Agency Bonds

12181 Tullett Global Money Package - MoneyMarker Swaps

12182 Nasdaq CXC TSX-Listed Securities Level 1

12183 Nasdaq CXC TSX-Listed Securities Level 2

12184 US Mutual Funds

12185 Stuttgart Stock Exchange Warrants

12186 London Stock Exchange European Level 2

12187 Frankfurt Stock Exchange Warrants Level 1

12188 TriAct Match Now Level 1

12189 SIX Swiss Structured Products Level 1

12191 Nasdaq CX2 Toronto-Listed Securities Level 1

12193 Deutsche Borse Volatility Indices

12194 Olso Exchange OBX Index

12195 Korea New Market (Konex) Level 1

12196 Moscow Exchange RTS Board

12197 MCX India Futures

12199 CHI-X Australia Level 1

12200 Philippines Stock Exchange Level 1

12201 London Metal Exchange Level 1

12202 London Metal Exchange Select Level 1

12211 London Stock Exchange UK Domestic Level 2

12212 London Stock Exchange International Level 2

12213 Toronto Stock Exchange Level 2

12214 Toronto TSX Ventures Exchange Level 2

12215 London Stock Exchange European Quotation Service Level 1

12230 NEX Exchange Level 1

12250 Australia Consolidated Pricing Level 1

12251 CHI-X Australia Level 2

12252 Australia Consolidated Level 2

12253 Nasdaq CX2 TSXV-Listed Securities Level 1


(19)

Product code

Description

12254 Nasdaq CX2 Toronto-Listed Securities Level 2

12255 Nasdaq CX2 TSXV-Listed Securities Level 12

12257 Istanbul Derivatives

12258 STOXX Volatility Indices

12260 Korea OTC Market Level 1

12270 FTSE RussellTick

12271 Oslo Exchange NIBOR Rates

12272 ICE Endex Derivatives Futures

12276 LYNX ATS Level 1

12277 EBF Euribor Rates

12278 ICE Futures Europe Financials Futures Level 1

12279 ICE Futures Europe Financials Options Level 1

12280 New Zealand Exchange Level 2

12291 Berne Xchange

12292 Irish Stock Exchange Indices

12293 LYNX ATS Level 2

12294 ICE NGX Canada

12300 WMR Reuters (London Close)

12302 ASX Derivatives Options Level 1

12309 BSE India Derivatives Options Level 1

12311 Nasdaq OMX Copenhagen Fixed Income Level 1

12312 Nasdaq OMX Helsinki Fixed Income Level 1

12313 Nasdaq OMX Stockholm Fixed Income Level 1

12314 Nasdaq OMX Iceland Fixed Income Level 1

12315 Nasdaq OMX Baltic Riga Fixed Income Level 1

12316 Nasdaq OMX Baltic Tallinn Fixed Income Level 1

12317 Nasdaq OMX Baltic Vilnius Fixed Income Level 1

12318 Italian Fixed Income Level 1

12321 SIX Swiss Exchange Indices

12323 Canadian Consolidated Pricing Level 1

12324 TMX Alpha ATS Level 2

12326 XETRA Level 2

12329 Nasdaq OMX Baltic Equities Level 2

Product code

Description

12331 Liquidnet Canada Level 1

12332 S&P Indices on CME Base Package

12333 CME Indices

12334 ASX24 Futures Level 1 (Evening Session)

12335 ASX24 Futures Level 1 (Day Session)

12336 ATHEX Indices

12337 FTSE ATHEX Indices

12338 Singapore Exchange Derivatives CommodityQuote Level 1

12339 Singapore Exchange Derivatives CommodityQuote (Day Session) Level 1

12340 Singapore Exchange Derivatives CommodityQuote (Electronic Session) Level 1

12346 Canadian Consolidated Pricing Level 2

12347 Tullett Eastern Europe

12348 European Energy Exchange

12349 Cyprus Stock Exchange Level 1

12350 Stock Exchange of Hong Kong Level 2

12351 OTC Markets Level 2

12353 Singapore Exchange Level 2

12354 CME eMini Futures Level 1

12355 NYMEX eMini Futures Energy Level 1

12356 NYMEX eMini Futures Metals (COMEX) Level 1

12357 ASX Level 2

12358 Nasdaq TotalView

12359 Irish Stock Exchange Level 2

12360 ICE Data Services Global Index Feed (USA)

12361 ICE Data Services Global Index Feed (PSE)

12363 Nasdaq OMX Nordic Derivatives Equity and Index Options Level 1

12364 Tokyo Stock Exchange Level 2

12365 Euro MTF Level 1

12366 Canadian Securities Exchange Level 1

12368 Instinet Canada Cross Level 1

12370 Tullett SwapMarker Interest Rates

12372 Abu Dhabi Securities Market Level 1

12373 Dubai Financial Market Level 1

12374 Nasdaq Dubai Level 1

12375 Amman Stock Exchange Level 1


(20)

Product code

Description

12376 Kuwait Stock Exchange Level 1

12377 Bahrain Bourse Level 1

12378 Saudi Arabia Stock Exchange Level 1

12379 Egyptian Exchange Level 1

12380 Muscat Securities Market Level 1

12381 Qatar Exchange Level 1

12382 Casablanca Stock Exchange Level 1

12383 FTSE/JSE Indices

12384 Athens OTC Trade Reporting Facility

12385 Taiwan Stock Exchange Level 2

12387 Toronto Stock Exchange TMX Indices

12388 Stuttgart Stock Exchange Level 1

12389 Stuttgart Stock Exchange Securitized Derivatives (EUWAX) Level 1

12391 Bursa Malaysia Derivatives Level 1

12396 India Composite Pricing Level 1

12397 Swiss Fund Data

12399 Cboe Europe Equities BXE Level 2

12400 Cboe Europe Equities CXE Level 2

12401 SIX Swiss Exchange Level 2

12403 Aktietorget Level 1

12404 Spanish Markets (MCE) Level 2

12410 FX Rates (EDF)

12411 FX Rates (EDF)

12412 Nasdaq Global Index Dissemination Service (Asia Indices)

12413 Nasdaq Global Index Dissemination Service (Pacific Indices)

12414 Nasdaq Global Index Dissemination Service (Independent Indices)

12415 Nasdaq Global Index Dissemination Service (Global)

12416 Nasdaq Global Index Dissemination Service (Central Europe Indices)

12417 Nasdaq Global Index Dissemination Service (Eastern Europe Indices)

12418 Tullett Prebon Global Money Package - APAC

12419 Tullett Prebon Global Money Package - EMEA

12420 Tullett Prebon Global Money Package - Latin America

12421 Tullett Prebon Global Money Package - Developed Markets

Product code

Description

12450 European Central Bank FX Rates

12451 BSE India Indices

12456 ICE Data Services Continuous Evaluated Pricing (US Municipal Bonds) Level 1

12460 ICE Futures Canada

12465 Minneapolis Grain Exchange

12470 Dalian Commodity Exchange

12475 Tokyo Commodity Exchange

12480 Shanghai Futures Exchange

12485 Tokyo Financial Exchange

12486 Rosario Futures Exchange

12487 National Commodity & Derivatives Exchange

12488 ZhengZhou Commodity Exchange

12489 Dow Jones Indices (EMEA Region)

12490 Dow Jones Indices (Asia Region)

12491 Dow Jones Indices (Pacific Region)

12492 Dow Jones Indices (Global Region)

12493 Dow Jones Total Market Indices (EMEA Region)

12495 Dow Jones Total Market Indices (Asia Region)

12496 Dow Jones Total Market Indices (Pacific Region)

12497 Dow Jones Total Market Indices (Global Region)

12498 Nasdaq Global Index Dissemination Service (US Indices)

12499 Nasdaq Global Index Dissemination Service (PHLX Indices)

12504 Nasdaq Global Index Dissemination Service (Baltic Indices)

12508 Nasdaq Global Index Dissemination Service (EOD)

12510 BSE India Derivatives Futures Level 1

12511 Dubai Gold and Commodities Exchange

12513 Euronext Derivatives Equity Options

12516 OPRA Composite Option Statistics

12517 Cboe Equity and Index Options Statistics

12518 Nasdaq ISE Options Statistics

12519 Boston Options Exchange Options Statistics

12520 NYSE AMEX Options Statistics

12521 NYSE Arca Options Statistics


(21)

Product code

Description

12522 Nasdaq Options Statistics

12523 Nasdaq OMX PHLX Options Statistics

12524 Miami International Securities Exchange Options Statistics

12525 Cboe BZX Options Exchange Statistics

12526 Nasdaq GEMX Options Statistics

12527 Nasdaq OMX BX Options Statistics

12528 Nasdaq MRX Option Statistics

12529 Sapporo Stock Exchange Level 2

12530 Fukuoka Stock Exchange Level 2

12531 Nagoya Stock Exchange Level 2

12532 Cboe C2 Options Exchange Statistics

12533 Cboe BYX US Equities Exchange Level 1

12534 Cboe EDGX US Equities Exchange Level 1

12535 NSE India Derivatives Futures

12537 New Zealand Derivatives Futures Level 1

12538 Nasdaq Global Index Dissemination Service (PHLX Indices - USA)

12540 ICE Data Services Continuous Evaluated Pricing (EU Issues) Level 1

12541 ICE Data Services Continuous Evaluated Pricing (US Issues) Level 1

12542 TradeGate Level 1

12544 Freedom Indices

12545 Thomson Reuters TR/Core Commodity CRB Indices

12548 Cboe EDGA US Equities Exchange Level 1

12549 Euronext Block MTF

12550 Blink MTF Level 1

12554 ITG POSIT

12556 Liquidnet UK Level 1

12558 UBS MTF

12559 Instinet BlockMatch Level 1

12560 ICE Benchmark Administration LIBOR

12561 New Zealand Financial Market Association Rates

12562 Istanbul Stock Exchange Indices

12563 Nasdaq OMX Stockholm Fixed Income Level 2

12564 Nasdaq OMX Copenhagen Fixed Income Level 2

12565 Nasdaq OMX Helsinki Fixed Income Level 2

Product code

Description

12566 Nasdaq OMX Iceland Fixed Income Level 2

12567 Eurex Options on Futures Level 1

12568 Solactive Indices (Stuttgart)

12569 JSE Derivatives Commodities

12572 Markit CDS Indices

12573 NYSE American OpenBook

12574 Korea KRX Securities C (ETFs) Level 1

12575 Korea KRX KOPSI Level 2

12576 Korea KRX Indices

12577 Korea KRX KOSDAQ Level 2


12579 Cboe BYX US Equities Exchange Level 2

12580 Cboe EDGA US Equities Exchange Level 2

12581 Cboe EDGX US Equities Exchange Level 2

12582 FINRA TRACE Structured Products

12583 Sao Paulo Stock Exchange Level 2

12584 Shenzhen-Hong Kong Stock Connect Level 1

12585 Hong Kong- Shenzhen Connect Level 1

12586 Nasdaq CXD

12588 MIAX Pearl Option Statistics

12589 ICE Futures Europe Options on Futures Commodities Level 1

12590 ICE Futures Europe Options on Futures Soft Commodities Level 1

12591 ICE Futures Europe Options on Financials Level 1

12592 CME Bitcoin Indices

12593 Nasdaq Global Index Dissemination Service (NASDAQ ISE Indices)

12594 Nasdaq Global Index Dissemination Service (NASDAQ ISE Indices)

12595 Lima Stock Exchange Level 2

12596 ICE Futures US Option Statistics

12597 ICE Futures US Options on Futures Level 1

12598 Indonesia Stock Exchange Level 2

12599 Vienna Stock Exchange Level 2

12600 Prague Stock Exchange Level 2

12601 Budapest Stock Exchange Level 2

12602 Belgrade Stock Exchange Level 2

12603 Zagreb Stock Exchange Level 2


(22)

Product code

Description

12604 Ljubljana Stock Exchange Level 2

12605 Milan Stock Exchange Level 2

12606 Luxembourg Stock Exchange Level 2

12607 Euro MTF Level 2

12608 Borsa Italiana Equity MTF

12609 Milan Stock Exchange Securitized Derivatives (SEDEX) Level 1

Product code

Description

12610 Vienna Stock Exchange Structured Products Level 2

12611 Stock Exchange of Thailand Level 2

12613 Italian Fixed Income Level 2

12614 BEKB/BCBE OTC-X

12615 Bitstamp Exchange

3.2.2 Table 2: Exchange Codes

Code Name ISO code Delay

4 SIX Swiss Exchange SWX 15

5 Berne Xchange BRN 15

6 Euronext Brussels BRU 15

8 New York Mercantile Exchange (Electronic Session) NYME 10

12 Copenhagen Stock Exchange CSE 15

13 Frankfurt Stock Exchange (Floor Trades) FRA 15

14 Dusseldorf Stock Exchange DUS 15

15 Munich Stock Exchange MUN 15

16 Stuttgart Stock Exchange STU 15

17 Hamburg Stock Exchange HAM 15

18 Berlin Stock Exchange BER 15

19 Hannover Stock Exchange HAN 15

21 Eurex Futures EUR 15

25 Euronext Paris PAR 15

26 Euronext Equity and Index Derivatives LIF 15

34 Athens Stock Exchange ATH 15

36 London Stock Exchange UK Domestic LON 15

38 Euronext Amsterdam AMS 15

40 Helsinki Stock Exchange HEL 15

42 Italian Derivatives Futures DMI 20

44 XETRA ETR 15

46 Milan Stock Exchange MIL 20

47 Luxembourg Stock Exchange LUX 15

48 Oslo Exchange OSL 15

50 Vienna Stock Exchange WBO 15

51 Euronext Lisbon LIS 15

53 Nasdaq OMX Stockholm Equities OME 15

54 Spanish Markets (MCE) MCE 15

61 Toronto Stock Exchange TSE 15


(23)


63 Toronto TSX Ventures Exchange TSX 15

77 Nasdaq OMX BX BOS 15

78 Nasdaq OMX PHLX PHLX 15

80 Mexican Stock Exchange MEX 20

82 Buenos Aires Stock Exchange BUE 20

83 Sao Paulo Stock Exchange BSP 15

84 Santiago Stock Exchange SGO 20

85 Colombia Stock Exchange BOG 20

92 Montreal Exchange Futures MOD 15

100 Johannesburg Stock Exchange JSE 15

101 Nairobi Stock Exchange NAI 15

103 Taiwan Stock Exchange TAI 20

104 Stock Exchange of Hong Kong HKG 15

105 Tel Aviv Stock Exchange TAE 20

106 Tokyo Stock Exchange TKS 20

107 Osaka Securities Exchange Futures OSE 20

108 Philippines Stock Exchange PHS 15

109 Istanbul Stock Exchange IST 15

111 ASX ASX 20

113 Hong Kong Derivatives Futures HKF 15

114 BSE India BOM 5

116 New Zealand Stock Exchange NZE 15

117 Stock Exchange of Thailand BKK 30

118 Fukuoka Stock Exchange FKA 20

120 Singapore Exchange SES 20

121 Sapporo Stock Exchange SAP 20

122 Nagoya Stock Exchange NGO 20

123 Korea KRX Exchange KRX 20

127 Spanish Derivatives Futures MEF 15

143 Bursa Malaysia KLS 15

144 Singapore Exchange Derivatives SIM 15

146 Indonesia Stock Exchange JKT 10

148 FX Rates FX1 15

149 FX Rates FX1 15

151 Chicago Board of Trade CBT 10

152 Chicago Mercantile Exchange CME 10

153 New York Mercantile Exchange (COMEX ) NYM 10

160 New York Mercantile Exchange NYM 10

167 Nasdaq OMX Derivatives Futures OMX 15


(24)


170 Prague Stock Exchange PRA 15

212 London Metal Exchange LME 30

213 Budapest Stock Exchange BUD 15

214 Shenzhen Stock Exchange SHE 15

215 Shanghai Stock Exchange SHG 15

216 Karachi Stock Exchange KAR 0

217 Colombo Stock Exchange COL 15

218 OTC Markets PINX 0

222 FTSE Indices UK FTX 15

235 Chicago Mercantile Exchange (Globex-Extended Session) CMEE 10

243 Warsaw Stock Exchange WAR 15

257 Turquoise TRQX 15

272 London Stock Exchange European Markets LON 15

278 Hong Kong Derivatives Options HKO 15

294 Ljubljana Stock Exchange LJU 15

299 Cyprus Stock Exchange CYS 15

304 Bucharest Stock Exchange BSE 15

310 Dow Jones Indices DJX 15

313 Zagreb Stock Exchange ZAG 15

326 National Stock Exchange of India NSE 5

336 Korea KRX Exchange KOSPI Futures KRX 20

340 Kuwait Stock Exchange KUW 15

342 ASX24 Futures SFE 10

345 Warsaw Stock Exchange Derivatives Futures WAR 15

346 Tokyo Financial Exchange TFF 0

353 STOXX Indices STX 15

358 Korea KRX Exchange KOSDAQ KRX 20

359 ASX24 Futures SFE 10

369 Nigerian Stock Exchange NSA 15

370 Nasdaq OMX Iceland Equities ICE 15

372 Taipei Exchange ROCO 20

394 London Metal Exchange Select LMEE 30

396 Euronext Derivatives Commodities LIF 15

397 Euronext Currency Derivatives LIF 15

399 Euronext Indices ENX 15

503 Saudi Arabia Stock Exchange SAU 15

507 London Stock Exchange International LON 15

529 Hang Seng Indices HKX 15

541 Zagreb OTC Trade Reporting ZOTC 15


(25)


580 FTSE STI Indices (Singapore) FTX 15

581 FTSE Global Indices (APAC Region - China) FTX 15

583 FTSE Global Indices (APAC Region - Taiwan) FTX 15

585 FTSE Indices Italia FTX 15

587 FTSE Global Indices (US Region) FTX 15

588 FTSE Global Indices (APAC Region - Japan) FTX 15

593 Cboe Futures Exchange CBF 10

595 FTSE Global Indices (APAC Region - Thailand) FTX 15

596 FTSE Global Indices (Gulf Standard Time) FTX 15

597 Johannesburg Derivatives (SAFEX) SAF 15

598 FTSE Global Indices (Arabian Standard Time) FTX 15

677 Luxembourg Stock Exchange Indices LUX 15

699 NEX Exchange PLU 15

738 Deutsche Borse AG OTC Trades - EUR DOTC 15

747 Ireland OTC Trade Reporting IOTC 15

758 Vienna Transparent Trade Reporting II APA Service WOTC 15

788 Chicago Board of Trade (Electronic Session) CBTE 10

803 Belgrade Stock Exchange BEL 15

806 Dow Jones Total Market Indices DJX 15

807 Baltic Exchange BAX 1440

825 Thailand Futures Exchange Futures TFEX 30

826 BSE India Derivatives Futures BOM 5

830 Deutsche Bourse - XETRA Indices & ETFs XEX 15

846 Dubai Mercantile Exchange DUMX 30

847 Cboe Europe Equities CXE CHIX 15

853 Oslo Exchange Derivatives Futures OSL 15

859 Tokyo Commodity Exchange TKT 0

873 Euronext APA Service UOTC 15

874 Nasdaq Stockhom APA Service SOTC 15

876 Oslo Bors APA Service NOTC 15

882 Cboe BXTR Trade Reporting Service COTC 15

900 WM Reuters Rates WMR 1440

1080 Bucharest CAN-ATS BSE 15

2779 Tradegate TGAT 15

3127 Nikkei Indices NKX 20

3304 EBF Euribor Rates EBF 1440

10000 FactSet Specific Symbology FDS 0

10001 Tullett TreasuryMarker - U.S. Benchmarks and Key Rates TU1 30

10002 FINRA TRACE Corporate Bond Feed OTC 240


(26)


10050 Nasdaq NAS 15

10054 US Options Composite Pricing

15

10056 Cboe C2 Options Exchange C2O 15

10058 FTSE RussellTick (RUX) RUX 15

10059 MSCI Indices MSX 1440

10060 Nasdaq Global Index Dissemination Service (PHLX Indices) PHL 0

10061 Nasdaq Global Index Dissemination Service (PHLX Indices - USA) USA 0

10064 S&P Indices (FactSet Calculated) SPX 15

10066 Moscow Exchange Derivatives Futures RUS 15

10067 Russian Trading System Order Driven Market RUS 15

10068 FTSE/JSE Indices FTX 15

10072 Tullett Prebon MoneyMarker Rates TU2 0

10074 Moscow Exchange Equities MIC 15

10075 NYSE - Cboe BZX US Equities Regional BATS 15

10080 Nasdaq Global Index Dissemination Service (Baltic Indices) BLX 0

10084 Ukranian Stock Exchange UAX 15

10085 Nasdaq OMX Baltic Riga Equities RIS 15

10086 Nasdaq OMX Baltic Tallinn Equities TAL 15

10087 Nasdaq OMX Baltic Vilnius Equities LIT 15

10088 Lima Stock Exchange LIM 15

10089 Omega ATS Level 1 OMGA 15

10091 Nasdaq CXC Toronto-Listed Securities Level 1 CHIC 15

10093 PURE Trading Level 1 PURE 15

10094 Canada CDF Pure Level 2

10095 TMX Alpha ATS ATS 15

10096 Cboe BZX US Equities Exchange Level 1 BTSR 0

10097 Cboe Europe Equities BXE Level 1 BATE 15

10098 Deutsche Boerse ETFs and Indices XEX 15

10099 FDS Spot Prices FDS 0

10103 FTSE Bursa Malaysia Indices FTX 15

10107 Tullett Global Benchmarks TU1 30

10108 Tullett Treasury Marker TU1

10109 Tullett Asian Benchmarks TU3 0

10110 Tullett Latin America Bonds TU4 0

10112 Tullett Prebon Enhanced MoneyMarker Rates TU2 0

10113 Nasdaq Basic (Nasdaq-Listed) NASQ

10114 Nasdaq Basic (NYSE-Listed) NASQ

10115 Nasdaq Basic (NYSE American-Listed) NASQ

10116 Singapore Exchange Derivatives Futures (Day Session) SIMD 15


(27)


10117 Singapore Exchange Derivatives Futures (Second Session) SIME 15

10118 Hong Kong Derivatives Futures (Day Session) HKFD 15

10119 Hong Kong Derivatives Futures (Second Session) HKFE 15

10200 NYSE Market Stats USA 15

10212 Poland WIBOR Rates FDS 0

10636 ZKB EKMU-X KMUX 0

10637 Zurcher KantonalBank Securities Exchange ZKBX 0

10638 China Financial Futures Exchange CFFX 0

10639 Bitfinex BNFX 0

10640 Nasdaq OMX Nordic Equity APA SOTC 15

10775 Moscow Exchange Fixed Income MIC 15

10776 SIX Swiss Reference Rates SWX 0

10777 Tel Aviv Stock Exchange Derivatives Futures TAE 20

10778 Tel Aviv Stock Exchange Derivatives Options TAE 20

10779 Tel Aviv Stock Exchange Options Statistics TAE 20

10780 Osaka Securities Exchange JGB Futures OSE 20

10782 Osaka Securities Exchange JGB Futures (Electronic Session) OSEE 20

11006 FINRA OTC Bulletin Board OTC 15

11007 FINRA OTC OTC 15

11008 Boston Options Exchange BOX 15

11009 NYSE - Cboe BYX US Equities Regional BATY 15

11010 NYSE - Cboe EDGA US Equities Regional EDGA 15

11011 NYSE - Cboe EDGX US Equities Regional EDGX 15

11012 Cboe BZX Options Exchange BATO 15

11099 US Composite Pricing USA 15

11100 New York Stock Exchange NYS 15

11101 NYSE American ASE 15

11102 NYSE - Nasdaq OMX BX Regional BOS 15

11103 NYSE - Nasdaq OMX PSX Regional PHL 15

11104 NYSE - Chicago Stock Exchange Regional CHI 15

11106 NYSE - NYSE Arca Regional PSE 15

11108 NYSE - NYSE National Regional CIS 15

11125 Cboe Data Services CMSI - FTSE CBO 15

11126 Cboe Data Services CMSI - iNAV CBO 15

11127 Cboe Data Services CMSI - Crypto Feed CBO 15

12001 London Stock Exchange Tradecho UK LOTC 15

12020 Abu Dhabi Securities Exchange ADS 15

12021 Dubai Financial Market DFM 15

12022 Amman Stock Exchange AMM 15


(28)


12024 Bahrain Bourse BAH 15

12026 Egyptian Exchange CAI 10

12028 Muscat Securities Market MUS 10

12029 Qatar Exchange DSMD 15

12030 Casablanca Stock Exchange CAS 15

12031 Nasdaq Dubai DIFX 15

12110 Municipal Securities Rulemaking Board MSRB 0

12112 Thailand Futures Exchange Options TFEX 30

12113 Italian Derivatives Options DMI 20

12114 Spanish Derivatives Equity and Index Options MRV 15

12115 Oslo Exchange Equity and Index Options OSL 15

12116 Warsaw Stock Exchange Derivatives Options WAR 15

12133 Nasdaq OMX Copenhagen Fixed Income CSE 15

12134 Nasdaq OMX Helsinki Fixed Income HEL 15

12135 Nasdaq OMX Stockholm Fixed Income OME 15

12136 Nasdaq OMX Iceland Fixed Income ICE 15

12137 Nasdaq OMX Baltic Riga Fixed Income RIS 15

12138 Nasdaq OMX Baltic Tallinn Fixed Income TAL 15

12139 Nasdaq OMX Baltic Vilnius Fixed Income LIT 15

12140 Italian Fixed Income MOT 20

12144 SIX Swiss Exchange Indices SWX 15

12146 Canadian Consolidated Pricing CAN 15

12149 Liquidnet Canada LICA 15

12150 S&P Indices on CME Base Package CME 10

12151 CME Indices No Fee CME 10

12152 ASX24 Futures (Evening Session) SFEE 10

12153 ASX24 Futures (Day Session) SFED 10

12154 ATHEX Indices ATH 15

12155 FTSE ATHEX Indices ATH 15

12156 Singapore Exchange Derivatives CommodityQuote SIM 15

12157 Singapore Exchange Derivatives CommodityQuote (Day Session) SIMD 15

12158 Singapore Exchange Derivatives CommodityQuote (Electronic Session) SIME 15

12164 Tullett Eastern Europe TU6 1440

12165 European Energy Exchange EEE 0

12166 CME Mini Package CMEE 10

12167 NYMEX eMini Futures Energy NYME 10

12168 NYMEX eMini Futures Metals (COMEX) NYME 10

12171 ICE Data Services Global Index Feed (USA) USA 15

12172 ICE Data Services Global Index Feed (PSE) PSE 15


(29)


12174 Nasdaq OMX Nordic Derivatives Equity and Index Options OMX 15

12175 Canadian Securities Exchange CNQ 15

12177 Instinet Canada Cross ICX 15

12178 Tullett SwapMarker Interest Rates TU7 0

12180 Athens OTC Trade Reporting Facility HOTC 10

12182 Toronto Stock Exchange TMX Indices TSE 15

12183 Stuttgart Stock Exchange Securitized Derivatives (EUWAX) EUWX 15

12185 Indian Composite Pricing IND 5

12186 Swiss Fund Data SFD 15

12187 Miami International Securities Exchange MIO 15

12189 AktieTorget SAT 15

12190 TriAct Match Now MATN 0

12191 Nasdaq Options Market NDQ 15

12192 NYSE AMEX Options AMXO 15

12193 NYSE Arca Options ARCO 15

12194 Cboe Options Exchange CBOE 15

12195 Nasdaq ISE ISX 15

12196 Nasdaq Global Index Dissemination Service (Asia Indices) NASX 0

12197 Nasdaq Global Index Dissemination Service (Pacific Indices) NASX 0

12198 Nasdaq Global Index Dissemination Service (Independent Indices) NASX 0

12199 Nasdaq Global Index Dissemination Service (Global) NASX 0

12200 Nasdaq Global Index Dissemination Service (Central Europe Indices) NASX 0

12201 Nasdaq Global Index Dissemination Service (Eastern Europe Indices) NASX 0

12202 Tullett Prebon Global Money Package - APAC TU3 0

12203 Tullett Prebon Global Money Package - EMEA TU6 0

12204 Tullett Prebon Global Money Package - APAC TU4 0

12205 Tullett Prebon Global Money Package - Developed Markets TU7 0

12207 German Composite Pricing DEU 15

12208 European Composite Pricing EEA 20

12209 Dow Jones Economic Indicators DJEC

12213 Cboe Data Services CSMI CBO 15

12214 OPRA Indices (CBO) CBO 15

12216 London Stock Exchange International Board LON 15

12217 Nasdaq OMX Commodities NORX 0

12219 FINRA TRACE US Agency Bonds OTC 240

12220 Tullett Global Money Package - MoneyMarker Swaps TU2

12221 Nasdaq CXC TSX-Listed Securities Level 1 CHIC 0

12222 US Mutual Funds USA 0

12223 BM&F Derivatives Futures BMF 15


(30)


12224 Stuttgart Stock Exchange Warrants STU 1440

12225 Frankfurt Stock Exchange Warrants SCO 0

12226 SIX Swiss Structured Products QMH 15

12227 European Central Bank FX Rates ECB 0

12228 Nasdaq CX2 Toronto-Listed Securities Level 1 CX2 0

12230 Nasdaq GEMX GMNI 15

12236 DB Volatility Indices DBV 15

12237 Oslo Exchange OBX Index OSL 0

12238 Nasdaq Global Index Dissemination Service (EOD) OMX 0

12239 Korea New Market (Konex) KON 20

12240 Moscow Exchange RTS Board RUS 15

12241 MCX India IMC 0

12243 CHI-X Australia CHIA 20

12244 Australian Consolidated Pricing AUS 20

12247 CX2 ATS TSXV Listed CX2 0

12248 STOXX Volatility Indices STX 15

12256 Istanbul Derivatives TUR 0

12259 Korea OTC Market KOTC 20

12300 Oslo Exchange NIBOR Rates OSL 300

12301 ICE Endex Derivatives Futures NDEX 0

12305 LYNX ATS LYNX 0

12307 ICE Futures Europe Financials Futures IFEU 15

12308 ICE Futures Europe Financials Options LIF 15

12320 Irish Stock Exchange Indices DUB 15

12321 Montreal Exchange Equity and Index Options MOD 15

12322 ICE NGX Canada NGXC 0

12325 Euronext Equity and Index Options LIF 15

12326 Eurex Options EUR 15

12329 New Zealand Derivatives Futures NZE 15

12330 Australia Derivatives Options ASX 20

12332 Osaka Securities Exchange Options OSE 20

12333 Korea KRX Exchange KOSPI Options KRX 20

12350 FX Rates (EDF) FX2 9999

12351 FX Rates (EDF) FX2 9999

12365 Euro MTF EMTF 15

12375 ICE Futures Canada IFCA 0

12380 Minneapolis Grain Exchange MGE 0

12383 Dalian Commodity Exchange DCE 0

12384 Shanghai Futures Exchange SGE 0


(31)


12386 ZhengZhou Commodity Exchange ZCE 0

12387 National Commodity & Derivatives Exchange (NCDEX) NCD 0

12390 Bursa Malaysia Derivatives KLS 15

12393 Nasdaq OMX BX Options BXO 15

12401 Dubai Gold and Commodities Exchange DGCX 0

12450 Rosario Futures Exchange ROFX 0

12505 Spanish Derivatives Equity and Index Options MRV 15

12541 ICE Data Services Continuous Evaluated Pricing (US Issues) CEP 0

12550 Dow Jones Indices (EMEA Region) DJX 15

12555 Dow Jones Indices (Asia Region) DJX 15

12560 Dow Jones Indices (Pacific Region) DJX 15

12565 Dow Jones Indices (Global Region) DJX 15

12570 Dow Jones Total Market Indices (EMEA Region) DJX 15

12575 Dow Jones Total Market Indices (Asia Region) DJX 15

12576 Korea KRX Indices KRX 20

12580 Dow Jones Total Market Indices (Pacific Region) DJX 15

12585 Dow Jones Total Market Indices (Global Region) DJX 15

12590 Nasdaq Global Index Dissemination Service (US Indices) NAS 0

12622 Cboe BYX US Equities Exchange Level 1 BTSY 0

12623 Direct Edge X Direct EDXR 0

12624 Direct Edge A Direct EDAR 0

12625 Tokyo JASDAQ JAS 20

12626 NYSE - IEX Markets Regional IEXG 15

14001 NYSE - NYSE American Regional ASE 15

14002 NYSE - Nasdaq Regional NAS 15

14003 Nasdaq - NYSE American Regional ASE 15

14004 Nasdaq - Nasdaq OMX BX Regional BOS 15

14005 Nasdaq - Nasdaq OMX PSX Regional PHL 15

14006 Nasdaq - Chicago Stock Exchange Regional CHI 15

14007 Nasdaq - NYSE Arca Regional PSE 15

14008 Nasdaq - NYSE National Regional CIS 15

14009 Nasdaq - FINRA ADF ADF 15

14010 Nasdaq - Cboe Regional CBO 15

14011 Nasdaq - Nasdaq ISE Regional ISE 15

14012 Nasdaq - Cboe BZX US Equities Regional BATS 15

14013 Nasdaq - Cboe BYX US Equities Regional BATY 15

14014 Nasdaq - Cboe EDGA US Equities Regional EDGA 15

14015 Nasdaq - Cboe EDGX US Equities Regional EDGX 15

14016 Nasdaq - NYSE Regional NYS 15


(32)


14021 NYSE American - Nasdaq OMX BX Regional BOS 15

14022 NYSE American - Nasdaq OMX PSX Regional PHL 15

14023 NYSE American - Chicago Stock Exchange Regional CHI 15

14024 NYSE American - NYSE Arca Regional PSE 15

14025 NYSE American - NYSE National Regional CIS 15

14026 NYSE American - Nasdaq Regional NAS 15

14027 NYSE American - FINRA ADF ADF 15

14030 NYSE American - Cboe BZX US Equities Regional BATS 15

14031 NYSE American - Cboe BYX US Equities Regional BATY 15

14032 NYSE American - Cboe EDGA US Equities Regional EDGA 15

14033 NYSE American - Cboe EDGA US Equities Regional EDGX 15

14034 NYSE - FINRA ADF ADF 15

14035 NYSE American - NYSE Regional NYS 15

14042 BSE India Derivatives Options BOM 5

14046 OPRA Composite Option Statistics USA 15

14047 Cboe Equity and Index Options Statistics CBOE 15

14048 Nasdaq ISE Options Statistics ISX 15

14049 Boston Options Exchange Options Statistics BOX 15

14050 NYSE AMEX Options Statistics AMXO 15

14051 NYSE Arca Options Statistics ARCO 15

14052 Nasdaq Options Market Statistics NDQ 15

14053 Nasdaq OMX PHLX Options Statistics PHLX 15

14054 Miami International Securities Exchange Options Statistics MIO 15

14055 Cboe BZX Options Exchange Statistics BATO 15

14056 Cboe C2 Options Exchange Statistics C2O 15

14057 Nasdaq GEMX Options Statistics GMNI 15

14058 Nasdaq OMX BX Options Statistics BXO 15

14059 Nasdaq MRX Option Statistics MCRY 15

14060 NSE India Derivatives Futures NSE 0

14061 BSE India Indices BOM 5

14064 CBT eMini Futures CMEE 10

14100 ICE Futures US IFUS 30

14101 ICE Futures Europe Commodities IFEU 10

14102 Montreal Exchange Options Statistics MOD 15

14103 Eurex Option Statistics EUR 15

14104 Euronext Derivatives Equity and Index Options Statistics LIF 15

14105 ICE Futures Europe Options Statistics IFEU 15

14106 Nasdaq OMX Nordic Option Statistics OMX 15

14107 ASX Option Statistics ASX 20


(33)


14108 Osaka Securities Exchange Option Statistics OSE 20

14109 Oslo Exchange Options Statistics OSL 15

14110 ICE Futures Europe Options IFEU 15

14115 Italian Derivatives Equity and Index Options DMI 20

14116 Warsaw Stock Exchange Derivatives Options Statistics WAR 15

14117 Vienna Stock Exchange Indices WBO 15

14122 ICE Futures Europe Soft Commodities Futures IFEU 15

14123 Nasdaq MRX MCRY 15

14130 ICE Futures Europe Indices IFEU 15

14131 Hong Kong Derivatives Options Statistics HKO 15

14132 Aequitas NEO-N NEOE 15

14133 Aequitas NEO-N Other Listed Securities (TSE) NEOE 15

14135 Aequitas NEO-N Other Listed Securities (TSX) NEOE 15

14136 Aequitas NEO-L NEOL 15

14137 Aequitas NEO-L Other Listed Securities (TSE) NEOL 15

14138 Aequitas NEO-L Other Listed Securities (TSX) NEOL 15

14139 ICE Data Services Continuous Evaluated Pricing CEP 0

14140 CME Options on Futures CME 10

14141 CME Options on Futures (Electronic Session) CMEE 10

14142 CME eMini Futures Options CMEE 10

14143 CBT Options on Futures CBT 10

14144 CBT Futures on Options (Electronic Session) CBTE 10

14145 CBT eMini Options on Futures CBTE 10

14146 NYMEX Options on Futures Energy NYM 10

14147 NYMEX Options on Futures Energy (Electronic Session) NYME 10

14148 NYMEX eMini Options on Futures Metals (COMEX) NYM 10

14149 NYMEX Options on Futures Metals (COMEX Electronic Session) NYME 10

14150 NYMEX eMini Energy Options on Futures Energy NYME 10

14151 NYMEX eMini Options on Futures Metals (COMEX) NYME 10

14155 Triple 3 Partners T3I 0

14200 FINRA TRACE 144A Bond Feed OTC 240

14203 Spanish Markets Indices (BME) MCE 15

14204 Spanish Markets Indices (Madrid) MAD 15

14205 Hong Kong-Shanghai Connect HSC 15

14206 Shanghai-Hong Kong Stock Connect SSC 15

14208 Spanish Markets Indices (Barcelona) BAR 15

14209 Spanish Markets Indices (Bilboa) BIL 15

14210 Spanish Markets Indices (Valencia) VAL 15

14212 IBOR Fixings - Asia FDS 0


(34)


14213 IBOR Fixings - Europe FDS 0

14214 IBOR Fixings - Americas FDS 0

14215 Osaka Securities Exchange Futures (Day Session) OSED 20

14216 Osaka Securities Exchange Futures (Electronic Session) OSEE 20

14217 CME Option Stats CMEE 10

14218 CBT Options on Futures Statistics CBTE 10

14219 NYMEX Options on Futures Energy Statistics NYME 10

14220 NYMEX Options on Futures Metals (COMEX) Statistics NYME 10

14221 ICE Futures US Option Statistics IFUS 30

14222 Banja Luka Stock Exchange Indices BLB 15

14223 Banja Luka Stock Exchange BLB 15

14224 Macedonia Stock Exchange Indices MAE 15

14225 Macedonia Stock Exchange MAE 15

14226 Vienna Stock Exchange Structured Products WBO 15

14250 Nasdaq OMX Nordic SEK Fixings OME 0

14251 Nasdaq OMX Nordic DKK Fixings CSE 0

14252 Budapest Stock Exchange Derivatives BUD 15

14253 NYSE Arca Bonds ARCX 9999

14254 Cboe EDGX Options Exchange EDGO 15

14255 Cboe EDGX Options Exchange Statistics EDGO 15

14257 ICE Data Services Continuous Evaluated Pricing (EU Issues) CEP 0

14296 Freedom Indices FREX 0

14297 Thomson Reuters TR/Core Commodity CRB Index CRB 0

14298 ICE Data Services Continuous Evaluated Pricing (US Municipal Bonds) CEP 0

14299 Euronext Block MTF SMP 15

14300 Blink MTF BLNK 15

14304 Instinet BlockMatch BLOX 15

14305 ITG POSIT XPOS 15

14307 Liquidnet UK LIQU 15

14309 UBS MTF XUBS 15

14310 ICE LIBOR Rates IBA 240

14311 New Zealand Financial Monetary Association NZFM 0

14312 Borsa Istanbul Indices IST 20

14313 Eurex Options on Futures EUR 15

14314 Solactive Indices (Stuttgart) STU 0

14315 JSE Derivatives Commodities SAF 15

14318 Markit CDS Indices MKIT 0

14319 Korea KRX Securities C (ETFs) KRX 20

14320 FINRA TRACE Structured Products OTC 240


(35)


14321 Shenzhen-Hong Kong Stock Connect SEC 15

14322 Hong Kong- Shenzhen Stock Connect SZSC 15

14323 Nasdaq CXD CXD 0

14324 MIAX Pearl MPRL 15

14325 MIAX Pearl Options Statistics MPRL 15

14326 Irish Stock Exchange Funds & Bonds ISEF 0

14328 ICE Futures Europe Options on Futures Commodities IFEU 15

14329 ICE Futures Europe Options on Futures Soft Commodities IFEU 15

14330 ICE Futures Europe Options on Financials IFEU 15

14331 Nasdaq - IEX Markets Regional IEXG 15

14332 NYSE American - IEX Markets Regional IEXG 15

14333 CME Bitcoin Indices CME 0

14334 Nasdaq ISE Indices (USA) USA 0

14335 Nasdaq ISE Indices (ISE) ISE 0

14336 ICE Futures US Option Statistics IFEU 30

14337 ICE Futures US Options on Futures IFUS 30

14338 Borsa Italiana Equity MTF MTAH 20

14439 Milan Stock Exchange Securitized Derivatives (SEDEX) SEDX 20

14441 BEKB/BCBE OTC-X OTXB 0

14442 BitStamp Exchange BITS 0

14444 NYSE Arca - NYSE American Regional ASE 15

14445 NYSE Arca - Nasdaq OMX BX Regional BOS 15

14446 NYSE Arca - Nasdaq OMX PSX Regional PHL 15

14447 NYSE Arca - Chicago Stock Exchange Regional CHI 15

14448 NYSE Arca PSE 15

14449 NYSE Arca - NYSE National Regional CIS 15

14450 NYSE Arca - Nasdaq Regional NAS 15

14451 NYSE Arca - FINRA ADF ADF 15

14454 NYSE Arca - Cboe BZX US Equities Regional BATS 15

14455 NYSE Arca - Cboe BYX US Equities Regional BATY 15

14456 NYSE Arca - Cboe EDGA US Equities Regional EDGA 15

14457 NYSE Arca - Cboe EDGX US Equities Regional EDGX 15

14458 NYSE Arca - IEX Markets Regional IEXG 15

14459 NYSE Arca - NYSE Regional NYS 15

14460 Cboe BZX US Equities - NYSE American Regional ASE 15

14461 Cboe BZX US Equities - NASDAQ OMX BX Regional BOS 15

14462 Cboe BZX US Equities - NASDAQ OMX PSX Regional PHL 15

14463 Cboe BZX US Equities - Chicago Stock Exchange Regional CHI 15

14464 Cboe BZX US Equities - NYSE Arca Regional PSE 15


(36)


14465 Cboe BZX US Equities - NYSE National Regional CIS 15

14466 Cboe BZX US Equities - NASDAQ Regional NAS 15

14467 Cboe BZX US Equities - FINRA ADF ADF 15

14470 Cboe BZX US Equities Exchange BATS 15

14471 Cboe BZX US Equities - Cboe BYX US Equities Regional BATY 15

14472 Cboe BZX US Equities - Cboe EDGA US Equities Regional EDGA 15

14473 Cboe BZX US Equities - Cboe EDGX US Equities Regional EDGX 15

14474 Cboe BZX US Equities - IEX Markets IEXG 15

14475 Cboe BZX US Equities - NYSE Regional NYS 15

14477 IEX Markets - NYSE American Regional ASE 15

14478 IEX Markets - NASDAQ OMX BX Regional BOS 15

14479 IEX Markets - NASDAQ OMX PSX Regional PHL 15

14480 IEX Markets - Chicago Stock Exchange Regional CHI 15

14481 IEX Markets - NYSE Arca Regional PSE 15

14482 IEX Markets - NYSE National Regional CIS 15

14483 IEX Markets - NASDAQ Regional NAS 15

14484 IEX - FINRA ADF ADF 15

14487 IEX Markets - Cboe BYX US Equities Regional BATS 15

14488 IEX Markets - Cboe BYX US Equities Regional BATY 15

14489 IEX Markets - Cboe EDGA US Equities Regional EDGA 15

14490 IEX Markets - Cboe EDGX US Equities Regional EDGX 15

14491 IEX Markets IEXG 15

14492 IEX Markets - NYSE Regional NYS 15

15000 FTSE RussellTick (USA) USA 15

3.2.3 Table 3: Tick Direction

Value Abbreviation Description

0 - No Tick

1 ↑ Up Tick

2 ↓ Down Tick

3 → Up Unchanged

4 ← Down Unchanged

3.2.4 Table 4: Quote Conditions

Code Long name

1 Manual Ask Auto Bid

2 Manual Bid Auto Ask

Code Long name

3 Closing

4 Trading Range Indication


(37)

Code Long name

5 Manual Bid and Offer

6 Non-Firm Quote

7 Opening Quote

8 Custom Basket Cross

9 Real Time

10 Indicative

11 Periodic Indicative

12 Periodic Indicative DPP

13 Fast Trading

14 Order Imbalance

15 Inside Closed

16 Inside Open

17 One Sided Quote

18 Order Influx

19 No Open No Resume

20 Slow Quote Cond U

21 Slow Quote Cond W

22 Slow Quote Cond E

23 Slow Quote Cond F

24 Market Orders Only

25 Firm Bid Ask

26 Empty

27 Firm One Sided

28 Off Hour

29 Special Bid

30 Special Ask

31 NBBO Closed

32 NBBO Regular Two-Sided Open

33 NBBO Regular One-Sided Open

35 Actual

36 Offer Wanted

37 Bid Wanted

38 Unpriced

39 Halt

40 Executable

41 Unit Trading

42 Buy In

43 Retransmitted Quote

44 Chi-X Trade

Code Long name

45 Market Price

46 Rotation

47 Eligible Auto Ex

48 Bid - Consumer Interest

49 Ask - Consumer Interest

50 Bid Firm

51 Ask Firm

52 Quote - Consumer Interest

53 Market on Opening

54 At Best/Market Order

55 Auction Quote

56 Retail Interest on Bid

57 Retail Interest on Ask

58 Retail Interest Both Sides

59 Bid Non-Executable

60 Ask Non-Executable

61 Bid Ask Non-Executable

62 Bid Limit State

63 Ask Limit State

64 Bid Ask Limit State

65 Bid at Upper - Limit State

66 Ask Above Upper Limit - Non- Executable

67 Bid Below Lower Limit - Non-Executable

68 Ask at Lower - Limit State

69 Systematic Internalizer

70 Bid Eq Up/Ask Eq Low-No Limit State

71 Negotiated Market

72 Next Day Order

73 Odd Lot

74 On Demand Intra-Day Auction

75 Market on Close

76 Request for Quote

111 Provisional Report

112 Morning Kerb Data

113 Afternoon Kerb Data

114 Unofficial Price

115 First AM Ring

116 Second AM Ring

117 First PM Ring


(38)

Code Long name

118 Second PM Ring

119 Outside First AM Ring

120 Outside Second AM Ring

121 Interoffice

122 Outside First PM Ring

Code Long name

123 Outside Morning Kerb

124 Outside Afternoon Kerb

125 Outside Second PM Ring

126 Pre-Market Quote

127 Omega Trade

3.2.5 Table 5: Message Types

Value Short Name Description

Q Quote Updates price, volume, and times for bid and ask fields

T Trade Updates the trade price, volume and date as well as associated field such as high, low, cumulative volume and trade count

X Cancellation A cancelation to a previously sent message

R Correction A correction to a previously sent message

L Rollover Updates previous close price and date and resets the following fields to 0 to prepare for next business day: all bid and ask fields, last time and volume, open, high, low, cumulative volume and trade count

U Update Opening & Closing Reports, Issue Updates and various other messages.

S Snapshot A summary of all available fields and their most recent values

3.2.6 Table 6: Security Types

Security type Description

1 Equity

2 Fixed Income

3 Futures

4 Exchange Traded Equity/Index Options

5 Index

6 FX Spot Rates

7 FX Forward Rates

8 FX Forward Rate Agreements

9 Government Benchmark Bonds

11 Funds

Security type Description

12 Interest Rates

13 Swaps

14 Forwards

15 Options on Futures

16 Commodity Spot Prices

17 Market Statistics

18 Securitized Derivatives

19 OTC Options

20 Spreads

21 Cryptocurrencies

3.2.7 Table 7: Halt information

Code Description

100 News Dissemination

104 Related Sec News Dissemination

105 Security News Pending

Code Description

106 Closed Market Maker

107 Additional Information

108 News Pending


(39)

Code Description

109 Related Sec Information

110 Due to Related Security

111 Resume

112 In View of Common

113 Equipment Changeover

116 No Market Makers

118 Issue Being Deleted

119 No Current Sec Filings

120 Quotation Cancelled

121 Non- Compliant

122 Operational Halt

123 Sec Suspension

124 Halt Other Reason

125 Extraordinary Activity

126 Halt Etf

127 Nasdaq Requested

128 Regulatory Concern

129 Ipo Not Yet Trading

130 Corporate Action

131 New Issue Available

132 Issue Available

133 Qualification Resolved Resume

134 Filling Satisfied Resume

135 News Not Forthcoming Resume

136 Reason Not Available

137 News and Resumption Times

138 Ipo Released for Quotation

139 Ipo Pos Window Extension

140 Sub Penny Trading

141 Volatility Pause

142 Market Circuit Breaker L1



145 Market Circuit Breaker Carry

146 Market Circuit Breaker Resume

147 Trading Pause Straddle Condition

148 Unused

149 Order Imbalance

150 Luld Trading Pause

Code Description

151 Single Stock Trading Pause

152 Exordinary Market Activity

153 Quotation Not Available

154 Single Stock Trading Pause Quote Period

155 Qualifications Resolved

156 Issuer News Not Forthcoming

157 Qualifications Halt Ended

158 Qualifications Halt Concluded

159 Trade Halt Concluded

160 Delayed Opening

161 Delayed Opening With Non Opening

162 Non Opening

163 None

164 Stop Trading

165 Stop Trading With Non Opening

166 Underlying Condition

167 Underlying Condition With Non Opening

168 Halt

169 Halt Matching Partition Suspended

170 Halt System Suspended

171 Halt Suspended

172 Trading Stop Matching Partition Suspended

173 Trading Stop System Suspended

174 Trading Stop Suspended

175 Price Movement

176 Received Announcement

177 Anticipation Of Announcement

178 System Problems

179 Other

180 Reference Data Update

182 Instrument Level Circuit Breaker

183 Matching Partition Suspended

184 System Suspended

185 Not Applicable

186 Halt No Liquidity Provider

187 Open Trade Outside Dynamic Collars

188 Manual Halt

189 Knock Out

190 Exchange


(40)

Code Description

191 Volatility Interrupter

192 Issue Of Subsidiary Comp

193 Notice Of Subsidiary

194 Publication Of Fin Statements By Subsidiary

195 Changes In Security Terms

196 Notice On Capital Consolidation

197 Bond Grading

198 Low Marketability

199 Publication Of 1Q Balance Sheet

200 Publication Of 3Q Balance Sheet

201 Publication Of Annual Balance Sheet

202 Publication Of Half Year Balance Sheet

203 Publication Of Quarterly Balance Sheet

204 Significant Transaction

205 Distribution Of Dividend

206 Distribution Of Bonus

207 Notification Of Public Offering

208 Rights Issue

209 Rights Ratio Notification

210 Notification Of Issue Price

211 Notification Of Increase Of Capital

212 Forced Redemption

213 Company Notice

214 Stock Exchange Notice

215 Immediate Report Rule 30A

216 Before Drawing

217 Before Final Redemption

218 Before Last Day Of Conversion

219 Irregular Operation

220 Large Conversion

221 Wrong Price Publication

222 Delisting

223 Wrong Yield Publication

224 Stock Exchange Error

225 Technical Suspension

226 Sharp Fluctuation In Index

227 Exceptional Order

228 Special Open At Eod

229 Lack Of Transparency

Code Description

230 Non Publication

231 Appointment Of Receiver

232 Setting Up Immediate Redemption

233 Suspension Of Underlying Asset

234 Pub Of Fin Statement Of Underlying Asset

235 Notification Of Underlying Asset

236 Non Pub Of Prospectus

237 Non Trading Day For Currency

238 Non Trading Day For Currency Prospectus

239 Mutual Fund Not Traded On Sunday

240 Mutual Fund Not Registered

241 Mutual Fund Announcement

242 Mutual Fund Not Active

243 General

244 Program Deferred Open Time

245 Reservation

246 Trading On Instrument

247 Change To Open State

248 Auto Reservation

249 Cancel Defrred Open

250 Authorization Of Order Entry

251 Forbid Order Entry

252 Elimination Of All Orders

253 Initialization

254 Instrument In Fast Market

255 Instrument In Slow Market

256 Freeze

257 Reservation Linked To Underlying

258 Instrument Expiry

259 Trading Halt

260 Ready To Trade

261 Not Available For Trading

262 Not Traded On This Market

263 Unknown Invalid

266 Instrument Status Halted

270 System Issues

271 Company Announcement Expected

272 Company Requested Halt


(41)

Code Description

273 Company Requested Suspension

274 Jse Initiated Halt

275 Normal Trading

276 Suspended By Market Control

Code Description

277 Frozen Circuit Breaker

278 Intraday Auction Halt

279 Listing Terminated

280 Closing Delay

3.2.8 Table 8: Trade Conditions

Code Short name

Description

1 AT Automatic Execution

2 ISO Intermarket Sweep

3 .T Form T

6 ISO AT Intermarket Sweep Automatic Execution

7 ISO .T Intermarket Sweep Form T

8 ISO .T AT Intermarket Sweep Form T Automatic Execution

9 DEV AVP Derivatively Price Average Price

17 X Cancelled

18 CX Corrected

19 HLT Halt

20 RES Resume

21 BK Block Trade

22 ORD Ordinary Trade

23 DEV Derivatively Priced

24 x Trade Through Exempt

25 CSH Cash Trade

26 NXT Next Day Trade

27 SEL Seller

28 YEL Yellow Flag

29 OPT Market Center Opening Trade

30 ROP Reopening Trade

31 CLT Closing Trade

32 SOL Sold Last

33 SOS Sold Out of Sequence

34 ESO Extended Hours Sold Out of Sequence

35 SST Stopped Stock

36 ACQ Acquisition

Code Short name

Description

37 BCH Bunched Trade

38 DIS Distribution Trade

39 BSD Bunched Sold Trade

40 PVT Price Variation Trade

41 127 Rule 127

42 155 Rule 155

43 OPN Market Open

44 CLS Market Close

45 SPL Split Trade

46 PRF Prior Reference Price

47 CAP CAP Election Trade

48 SOT Stock Option Trade

49 AVP Average Price Trade

50 CRX Cross Trade

51 SUS Wild Trade

52 SUS Suspect Trade

53 ODY Opening Delay

54 PIN Price Indication

55 TRI Trading Range Indication

56 MIB Market Imbalance Buy

57 MIS Market Imbalance Sell

58 CIB On Market Imbalance Close Buy

59 CIS On Market Imbalance Close Sell

60 NMI No Market Imbalance

61 NCI No On Close Market Imbalance

62 IND Indicative Price

63 INC Indicative Close Price

64 AUC Auction Price


(42)

Code Short name

Description

65 OAC Opening Auction price

66 CAC Closing Auction Price

67 OHT Off Hour Trade

68 OHF Off Hour Fixed Price Trade

69 OHB Off Hour Basket Trade

70 DEL Delayed

71 UT Uncrossing Price

72 LC Late Correction

73 NM Not to Mark

74 PC Previous Day Contra

75 CT Contra Trade

76 NT Negotiated Trade Delayed

77 NEG Negotiated Trade

78 ODL Ordinary Trade Delayed

79 OOC Ordinary Trade OTC

80 SI SI Trade

81 SID SI Trade Delayed

82 SIC SI Trade Cancel

83 OTX OTC Trade Cancel

84 OTD OTC Trade Delayed

85 ITF Interfund Cross

86 OVR Overnight

87 bc Bargain Conditions

88 CBX Cross Order from Basket

89 VT Valuation Trade

90 DN Delta Neutral

91 MVP Market VWAP

92 OPE Options Execution

93 NRT Non-Regular Trade

94 ODD Odd Lot

95 ANY Anonymous

96 OTC Over the Counter

97 CKP Chui Kehai Price

98 NKP Nariyuki Kehai Price

99 SKP Special Kehai Price

100 FKP Final Kehai Price

101 AKP Approved Kehai Price

102 MID Mid Price

103 BID Bid Price

Code Short name

Description

104 ASK Ask Price

105 REF Reference Price

106 COT Control Price

107 OHR After Hours Reference Price

108 EST Estimated Price

109 KAS Kassa Price

110 SPC Special Price

111 NOM Nominal Price

112 PPB Partially Paid Bid

113 PPA Partially Paid Ask

114 XBP XETRA Best Price

115 BBK Buy Back

116 BUY Buy In

117 POP Projected Open

118 THO Theoretical Open

119 INT Intermediate Market

120 NEM Negotiated Market

121 OFX Off Board Trading

122 NET Net Price

123 GRS Gross Price

124 OFF Official Price

125 PRV Provisional Report

126 AMK Morning Kerb

127 PMK Afternoon Kerb

128 UNF Unofficial Price

129 FAR First AM Ring

130 SAR Second AM Ring

131 FPR First PM Ring

132 SPR Second PM Ring

133 OFA Outside First AM Ring

134 OSA Outside Second AM Ring

135 ITO Interoffice

136 OFP Outside First PM Ring

137 OMK Outside Morning Kerb

138 OPK Outside Afternoon Kerb

139 OSP Outside Second PM Ring

140 OFB Off Order Book

141 MKT Market Condition

142 POR Portfolio Trade


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Code Short name

Description

143 PRA Price Alert

144 VOL Volume Alert

145 NOS Nostro On Order Book

146 NAV Net Asset Value

147 SET Settlement

148 SPT Special Price Trade

149 A/O As/Of

150 RV Reversal Trade

151 SLO Seller Option

152 AVL Actual Volume

153 EVL Estimated Volume

154 N/W No/Was

155 WAP Weighted Average Price

156 AP5 Avg Price 5 minute Session

157 AP1 Avg Price 1 minute Session

158 EXP Exchange for Physical

159 MCX Match Cross Trade

160 EXO Exchange for Option

161 EXS Exchange for Swaps

162 FRZ Frozen

163 RES Reserved

164 c Commission

165 PDT Previous Day Trade

166 ONS OTC Non-Standard

167 PBI Paid Bid

168 PBA Paid Ask

169 WT Worked Trade

170 DBS Dealer Bought

171 DSS Dealer Sell

172 IDT Interdealer Trade

173 PPN Pre-Open

174 ORT Opening Rotation

175 PCR Pre-Cross

176 DDL Delayed Delivery

177 CON Contingent Trade

178 BAS Basis Trade

179 SPS Special Trading Session

180 INX Internal Cross

181 CCP Calculated Closing Price

Code Short name

Description

182 MNC Mandatory Cash

183 TMP Theoretical Matching Price

184 OLI Options Liquidation Index

185 OCI Options Clearing Index

186 ORI Open Reference Price

187 EDP EDSP

188 IFM Investment Funds Market

189 - Open Detail

190 - Intratrade Detail

191 TFT Trade for Trade

192 PCL Post Close

193 VWAP VWAP Trade

194 IES International Auto Execution Suspended

195 IVS International VWAP Auto Execution Suspended

196 ODR Orders Suspended

197 SMA SETS Auto Ex Suspended

198 AMA ACCEPT Match

199 MPM Mid Price Match

200 REPO Repurchase Agreement

201 SSL Standard Settlement

202 NST Non-standard Settlement

203 EXG Exchange Granted

204 NUN No Uncrossing

205 BVT Best Valuation Without Turnover

206 EXT Exchange Trade

207 LMI Last Midpoint Order Price

208 VAR Variable

209 FIX Fixing

210 MSD Manual/Special Lot Direct

211 MSN Manual/Special Lot Non-Direct

212 AMD Automatch Direct

213 PRE Pre-Opening

214 PNV Price Alert No Validation

0

Regular Trade

215 TWA Trade Weighted Average Price


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Code Short name

Description

216 PVC Previous Day Cancel

217 PCX Previous Day Correction

218 PDD Previous Day Delayed

219 PMC Previous Day Market Condition

220 PNT Previous Day Negotiated Trade

221 DVT Derivatives Trade

222 EXD Exchange Trade Delayed

223 OLD Odd Lot Delayed

224 VLT Volatility Trading Pause

225 SSR Short Sale Restriction

226 SSD Short Sale Restriction Deactivated

227 OTH Other Trade

228 REP Representative

229 NOV Not Verified

230 FUS Futures Settlement Index

231 OPS Options Settlement Index

232 PLM Preliminary Settlement

233 OST Opening Settlement

234 LEG Leg Spread

236 BP Booking Purpose Only

237 BV Book Value

238 BW Buy & Write

239 DR Directed Reporting

240 EC Exercise Call Option

241 EF Settlement Futures Contract

242 EP Exercise Put Option

243 EQ Equity Combination

244 ET ETF Special Trades

245 FD Forward Delivery

246 FM Foreign Market Sale

247 GL Government Loan Security (BB)

248 IB Index Replicating Portfolio Special Crossing

249 LN Loan

250 LR Loan Return

251 LT Late Trade

Code Short name

Description

252 LTC Late Tailor Made Combination Crossing

253 OR Foreign-To-Foreign Trade

254 OS Overseas Trade

255 PT Put-Through Special Crossing

256 SA Completion Order Special Crossing

257 SH Short Sale

258 SO Shortfall Underwriting/Other Special Crossing

259 SP Block Special Crossing

260 SPC Special Combination Bulletin Board Crossing

261 ST Market Stabilization Trade

262 SX Portfolio Special Crossing

263 TM Tailor Made Combination

264 WH Wholesale Loan Security

265 XT Crossing

266 XTC Bulletin Board Combination Crossing

267 XTT Tailor Made Combination Crossing

268 IN International

269 OL Market trade

270 PF Portfolio Crossing

271 OMK Off Market

272 XX Extraordinary

273 AX Agency Cross

274 BBT Broker to Broker Trade

275 CPT Connected Party Trade

276 PPT Protected Principal

277 RPT Riskless Principal

278 XTXT Normal Sided Cross

279 CP Centre Point

280 LTCT Late Trade Combination

281 ST Price Stabilization Crossing

282 STL Price Stabilization Late Trade

283 QB Quote Display Board Trade Report

284 VM Volume Match Book Trade

285 NORM Rebooking of Auto Match


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Code Short name

Description

286 OTLC OTC Late Correction

287 SILC SI Late Correction

288 EOM End of Month Price

289 CNG Changing Transaction

290 BAS Basket Trade

291 SOQ Special Opening Quotation

292 UNT Unit Trading

293 CNT Connect

294 CFD CFD Trade

295 DKP Dark Trade

296 PCV Part Calculated Value

297 HLD Held

298 TAL Trading At Last

299 NX NBBO Crossing Trade

300 LIS List Offering/Takedown

301 WHI When Issued Trade

302 LAM Reported Late After Market Hours

303 AJS Adjusted Terms

304 STD Straddle

306 CMB Combination Trade

307 SPI Stopped Trade Through

308 BEN Benchmark Trade

309 CPX Closing Price Cross

305 BWT Buy-write Option Leg

310 NRN Non-Regular Trade

311 LGC Leg Guaranteed Cross

312 UVP Unable to Verify Dollar Price

313 OEX Off Exchange Trade

314 NOD Non-Standard Delayed

315 RED REPO Delayed

316 OFD Off Hour Delayed

317 ESD Exchange Granted Delayed

318 OTD Other Delayed

319 LUD Limit Up/Limit Down

320 BLS Bid Limit State Entered

321 BLE Bid Limit State Exit

322 OLS Ask Limit State Entered

323 OLE Ask Limit State Exit

Code Short name

Description

324 NLS NBBO Limit State Entered

325 NLE NBBO Limit State Exit

326 BLX Bid Limit Entered Ask Limit Exit

327 OLX Bid Limit Exit Ask Limit Enter

328 REV Limit Up Limit Down Restated Value

329 ROI Limit Up Limit Down Reopen Update

330 OUT Limit Up Limit Down Outside Price

331 SDT LULD Suspended

332 ROU Routed

333 TUR Turnover Reporting

334 BRK Broken Trade

335 SSO Standard Outside Spread

336 PLV Plain Vanilla Trade

337 TEC Technical Trade

338 GIV Give Up/Give In

339 TRC Trade with Conditions

340 EXV Ex/Cum Dividend

341 INZ Internalized Trade

342 SMXT Self-Managed Super Fund

343 SML Small Trade

344 UPP Upper Limit Price Band

345 LOW Lower Limit Price Band

346 NNT Non-Net

347 BYP Bypass Trade

348 MOC Market on Close

349 CPP Centre Point Preferenced

350 OCL Official Consolidated Last Price

351 LRG Large Portfolio Trade

352 LRD Large Portfolio Delayed

353 LRT Large Principle Transaction

354 LTD Large Principle Transaction Delayed

355 SPD At or Within Spread

356 POT Post Trading Hours

357 PRT Pre-Trading Hours

358 48H 48 Hour Settlement


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Code Short name

Description

359 120H 120 Hour Settlement

360 NSQ Non-Significant Quantity

361 72H T+3 Settlement

362 IXT Indivisible Cross Order

363 OFS Offshore Market

364 PPP PPP Price

365 PSA Price Sensitive Announcement

366 FB Foreign Buyer

367 DB Domestic Buyer

368 FS Foreign Seller

369 DS Domestic Seller

370 FRAC Fractional Trade

371 UPO Update to Volume Only

372 XM XM Orders

373 AVD Average of Day Transactions

374 CO Closing Of Orders

375 DET Determined Price

376 CRK Crack Spread

377 TST Two-Sided Transaction

378 APB Any Price Block Trade

379 PAP Preferenced Any Price Block Trade

380 CPB Contra Party - Broker Dealer

381 CCC Contra Party - Customer

382 CPM Contra Party - Non-Member

383 QCT Qualified Contingent Trade

384 CDY Closing Delay

385 PLMR Preliminary Settlement Rounded

386 THS Theoretical Settlement

387 THU Theoretical Settlement Unrounded

388 SETU Settlement Unrounded

389 PLTU Preliminary Theoretical Settlement Unrounded

390 PLTA Preliminary Theoretical Settlement Rounded

391 XLT XL Trade

392 OMS Out of Main Session

393 IPO Initial Public Offering

Code Short name

Description

394 TOF Tender Offer Trade

395 PRO Preliminary Open Price

396 POC Preliminary Closing Price

397 RPD Reported Previous Day

398 DLD Deal Driven

399 ATS ATS Indicator

400 CAT Contra Party - ATS

401 m Markup/Markdown included in Price

402 n No Commission or Markup/Markup Included

403 NTBC Non-Transaction-Based Compensation Arrangements (NTBC) Indicator

404 ZAR ZARABA Close

405 CLC Close at the Closing Price

406 EOV End of Day Volume Auction

407 FUT Future Settlement Date

408 NCX National Cross

409 ICX Intentional Cross

410 RFQ Request for Quote

411 IAC Intraday Auction

412 AOD Auction on Demand

413 DEF Deferred Publication

414 LSC Large In Scale

415 GC Delayed Publication Late Correction

416 BPR Broker Preferenced Trade

417 SPP Specified Pool Transaction

418 DRS Dollar Roll Without Stipulation

419 SDR Stipulated Dollar Roll

420 DRX Derivative-Related Cross

421 DUPL Duplicative Indicator

422 PND Price Pending

423 PUC Periodic Auction

424 NBC Non-Base Currency Trade

425 LIT Lit Auction

426 BVO Block Volume Only


3.2.9 Table 9: Financial Status

Code Name Title

1 Deficient D

2 Delinquent E

3 Bankrupt Q

4 Normal N

5 Suspended S

6 Suspended Pending Delist P

7 Deficient And Bankrupt G

8 Deficient And Delinquent H

9 Delinquent And Bankrupt J

10 Deficient Delinquent Bankrupt K

21 Pending Delisting P

11 Below Listing Standard D

12 Bankrupt And Pending Delisting

R

Code Name Title

13 Bankrupt And Below Standard B

14 Late Filing E

15 Late Filing And Bankrupt G

16 Pending Delist And Late Filing F

17 Late Filing And Below Standard

H

18 Pendingdelisting Latefiling Bankrupt

L

19 Belowstandard Latefilng Bankrupt

K

20 Take Over Situation Y

22 Creation Redemptions C

23 Liquidation A

24 Redemptions Suspended S

25 Special Treatment ST

3.2.10 Table 10: Security status

Code Description

0 Trades and Quotes are active

1 Opening Delay

2 Trade Halt

3 Trading Resumed

4 No Open/No Resume

5 Deleted

6 Quote Halt

7 Quotes Resumed

8 Order Imbalance

9 Equipment change

10 News Pending

Code Description

11 News Dissemination

12 Influx of Orders

13 Volatility Pause

14 Other

15 Ex-Dividend

16 Ex-Distribution

17 Ex-Rights

18 New

19 Ex-Interest

20 Market Closed

25 Inactive


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Chapter 4 Security Layouts

Each field from 3.1.1 will not be populated for all securities. Certain asset types and or exchanges are exposing fields only

available for that one market.

Chapter 5 FactSet Symbology and data policy

5.1 Introduction

FactSet Symbology is built on the basis that a unique identifier can be created with the combination of a local ticker code

and a FactSet Exchange Code (e.g., VOD-LON). The local ticker identifies the security and the FactSet Exchange Code

identifies the exchange where the ticker trades.

5.2 Real-Time and Delayed Data FactSet supports requests for both real-time and delayed data. The application needs to specify if real time or delayed

data is required at the time of the request.

5.3 Futures Identifiers FactSet future identifiers contain a unique root, codes for dates, and the FactSet Exchange Code.

The symbology for futures contracts is:

Root + 1-letter month code + 2-digit year code + FactSet Exchange Code

For example, CCH18-NYFE represents a contract for cocoa (CC), expiring in March (H) of 2018 (18), and trading on the ICE

Futures U.S. exchange.

1-letter Month code

FactSet Symbology Month

F January

G February

H March

J April

K May

M June

N July

Q August

U September

V October

X November

Z December


2-digit Year code22

FactSet Symbology Year

18 2018

19 2019

20 2020

nn 20nn

Additional examples:

• SPU18-CME represents the day session of the S&P 500 index future contract that trades on the Chicago Mercantile Exchange and expires in September of 2018.

• CLZ19-USA represents the composite record (combines the day and night sessions of the NYM and NYME) for the contract for Light Crude Oil, expiring in December of 2019.

5.3.1 Timed Identifiers Timed identifiers are an alias to return the near term contract for a particular future. For example, SP.1 retrieves the contract that is

currently trading but closest to expiration. SP.2 retrieves the second contract closest to expiration.

5.3.2 Continuous Identifiers

Continuous futures are constructed by archiving the price of individual futures contracts into one continuous series of prices. Since

continuous futures do not expire, they are easily charted over historical periods of time. The identifier for a continuous future is

root00, where root is the contract root. For example, SP00 represents the continuous futures contract symbol for S&P 500.

The current underlying contract for a continuous futures will rollover based on open interest and previous cumulative volume.

Sometime before the current continuous contract expires, the open interest and previous cumulative volume for the current and

next five contracts are compared. If a new contract has the highest open interest and previous cumulative volume, it will become

the continuous contract; otherwise the current contract does not change.

This process is repeated until a new contract has the highest open interest and previous cumulative volume, or until the current

contract expires. At which point the new contract with the highest open interest becomes the continuous contract. If two or more

contracts have the same open interest, then the one with the highest previous cumulative volume becomes the continuous

contract.

The continuous futures for some of the major equity index futures do not follow this methodology. Instead of comparing open

interest and previous cumulative volume, these continuous futures will roll to the new contract eight calendar days before the

expiration of the current continuous contract.

The continuous index futures that follow this methodology are:

• SP00 - S&P 500 • ES00 - E-Mini S&P 500 • ND00 - NASDAQ 100


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Wellington Management Team

• NQ00 - E-Mini NASDAQ 100 • DJ00 - Dow Jones Industrial Average • YM00 - E-Mini Dow • DD00 - Big Dow

5.4 Options Identifiers

The FactSet Broadcast feed is using modified industry standard OPRA symbology for US Options in the broadcast feed.

5.4.1 FactSet’s OPRA Symbology Symbology convention:

Root + # + expiration month/call put indicator (see section 5.4.1.1) + expiration day + expiration year + strike price denominator (see

section 5.4.1.2) + Strike Price

For Example, GOOG#L2113B101500 is a Google call option with a strike price of 1015.00 that expires on 21-Dec-2013

5.4.1.1 Expiration Month codes

Month Call Put

January A M

February B N

March C O

April D P

May E Q

June F R

July G S

August H T

September I U

October J V

November K W

December L X

5.4.1.2 Strike Price Denominator table

A 10

B 100

C 1000

D 10000

E 100000

5.4.2 FactSet’s Options of Futures symbology The FactSet Option on Futures symbology is based on the Globex Exchange symbol

Globex option root from the exchange + 1-letter future month code (see section 5.4) + 1-digit year code + # + 6-digit option

expiration date (YYMMDD) + P/C + 12-digit Strike Price (6 decimals) + Exchange ISO

For Example OZCN6#160624C00004000000-CBTE, is the July 2016 Corn future call Option expiring 24th of July 2016 with a $4.00

strike price. Another example is ESM6#160617C02100000000-CMEE which is the June 2016 E-mini S&P 500 Call Option expiring

17th of June 2016 with Strike Price $2100.


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5.5 Composite Exchanges

Composite Exchanges are available for selected countries and regions; the data provided for the composites is sourced from a

number of underlying exchanges with the most recent data from these exchanges being displayed. Access and methodology varies

between the different composites for the different Countries/Regions depending on exchange rules.

The cumulative volume of the composite reflects the volume from all underlying exchanges, not just the main exchange. If data for

a specific exchange is required the corresponding exchange code should be specified, XXX-NAS for NASDAQ, XXX-NYS for NYSE and

so on.

5.5.1 US Composite

To get the US Composite data the Exchange code –USA should be used. Access to the US Composite will automatically grant access

to all underlying regional exchanges; it is not possible to only subscribe to selected exchanges part of the US Composite.

Equity Exchanges part of the US composite:

Exchange ISO

New York Stock Exchange NYS

NYSE American ASE

Nasdaq OMX BX BOS

Nasdaq OMX PSX PHL

Chicago Stock Exchange CHI

NYSE ARCA PSE

NYSE National CIS

Nasdaq NAS

FINRA US OTC OTC

Exchange ISO

FINRA Alternative Display Facility ADF

Chicago Board of Options Exchange CBO

International Securities Exchange ISE

Cboe BZX US Equities Exchange BATS

Cboe BYX US Equities Exchange BATY

Cboe EDGA US Equities Exchange EDGA

Cboe EDGX US Equities Exchange EDGX

IEX Markets IEXG

Option Exchanges part of the US Composite:

Exchange ISO

Boston Options Exchange BOX

Cboe BZX Options Market BATO

Cboe C2 Options Exchange C2O

Cboe EDGX Options Market EDGO

Nasdaq OMX PHLX PHLX

Nasdaq OMX BX Options BXO

Miami International Securities Exchange MIO

Nasdaq Options NDQ

Exchange ISO

NYSE AMEX Options AMXO

NYSE Arca Options ARCO

Nasdaq ISE Options ISX

Chicago Board Options Exchange CBOE

Miami Pearl MPRL

Nasdaq GEMX GMNI

Nasdaq MRX MCRY

5.5.2 Canadian Composite

Unlike the US Composite the Canadian Composite (-CAN) requires access to all underlying exchanges. If a new exchange is included

in the Canadian composite access to that exchange has to be granted before data for the composite ticker can be sent. The current

Canadian exchanges included in the composite are:


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5.5.3 Indian Composite

The Indian Composite includes NSE India and BSE India. Access to both these exchanges is required to get data for the –IND ticker.

5.5.4 Australian Composite

The Australian Composite includes ASX and CHIA (CHI-X APAC). Access to both these exchanges is required to get data for the –AUS

ticker.

5.5.5 German Composite

The German Composite (-DEU) requires access to all underlying exchanges. If a new exchange is included in the German composite

access to that exchange has to be granted before data for the composite ticker can be sent. The current German exchanges

included in the composite are:

Exchange ISO

Berlin Stock Exchange BER

Dusseldorf Stock Exchange DUS

XETRA ETR

Frankfurt Stock Exchange FRA

Hamburg Stock Exchange HAM

Exchange ISO

Hannover Stock Exchange HAN

Munich Stock Exchange MUN

XETRA ETFs and Indices XEX

Stuttgart Stock Exchange STU

Tradegate TGAT

Exchange ISO

Toronto Stock Exchange TSE

TSX Venture Exchange TSX

Alpha ATS ATS

Nasdaq CXC CHIC

Liquidnet Canada LICA

Omega ATS OMGA

PURE Trading PURE

Instinet Canada Cross ICX

Canadian Securities Exchange CNQ

TriAct Match Now MATN

Nasdaq CX2 CX2

LYNX ATS LYNX

Nasdaq CXD CXD

Aequitas NEO-N NEOE

Aequitas NEO-L NEOL


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5.6 Market and Index Movers

The Market Movers and Index Movers displays allow you to view the top ten gainers and losers, and leaders in volume and trade

quantity for major global markets and indices. You can also view the top ten movers in pre- and post-market trading (U.S. only).

5.6.1 Market Movers

The Market Movers display allow you to view the top ten gainers and losers, and leaders in volume and trade quantity for major

global markets.

Note: To access the US Market Movers in real time, a NASDAQ Level 1 subscription is required. A subscription to NASDAQ Basic

subscription is not sufficient

The Available market mover types:

• Gainers and Losers - Top ten gainers and losers, by percentage and by net price value, for the major exchanges in selected region

• Trade Quantity - Top ten in trade and block quantity for the major exchanges in selected region • Volume Leaders - Top ten in volume, turnover, and % turnover for the major exchanges in selected region

The symbols for Market Movers are constructed as:

MVR.<item KEY from table 5.6.1><position>-<ISO>, example

• MVR.WNET1-NYS for the top Net Gain company on NYSE • MVR.TURN2-NAS for the company with the second largest %-turnover on NASDAQ.

For a full list of Exchange ISO codes see 3.2.2

Table 5.6.1

Type Section Key

Gainers & Losers Percent Gain WPER

Net Gain WNET

Percent Loss LPER

Net Loss LNET

Volume Leaders Volume Leaders VOL

Turnover DOLVOL

%Turnover TURN

Block Volume BLKVOL

Unusual Volume UNUSUAL

Trade Quantity Trade Quantity QUANT

Block Quantity BLKQNT


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5.6.2 Index Movers

The Index Movers display allow you to view the top ten gainers and losers, and leaders in volume and trade quantity for major

global indices. The data is updated every two minutes, although the indices are recalculated at different times.

Note: To access Index Movers, you need a subscription to the index constituents as well as real-time/delayed access to the

exchange on which the constituents trade.

To access the Russell or the S&P Index Movers in real time, a NASDAQ Level 1 subscription is required. A subscription

to NASDAQ Basic subscription is not sufficient.

The symbols for Index Movers are constructed as:

IDX.<Index KEY from table 5.8.2.2>.<item key from table 5.8.2.1>position-<Index ISO as per:>

• FTSE – FTX • S&P – SPX • Russel – RUX

Example:

• IDX.UKX.ULPER1-FTX for the top Net Loss company in FTSE 100. • IDX.RUA.QUANT9-RUX for the company with the ninth largest Trade Quantity in the Russel 3000. • IDX.SPX.VOL3-SPX for the third largest Volume leader in the S&P 500.

Table 5.6.2.1

Type Section Key

Gainers & Losers Percent Gain UWPER

Net Gain UWNET

Percent Loss ULPER

Net Loss ULNET

Volume Leaders Volume Leaders VOL

Turnover DOLVOL

Block Volume BLKVOL

Trade Quantity Trade Quantity QUANT

Block Quantity BLKQNT

Table 5.7.2.2

Index Section Key

FTSE FTSE 100 UKX

FTSE 250 MCX

FTSE 350 NMX

FTSE All Share ASX

FTSE Small Cap SMX

S&P S&P 500 SPX

Russel Russel 3000 RUA

5.7 Exchange Roll-over timing FactSet prepares for next trading day by adjusting the values of certain fields. FactSet rolls over last price to previous close price

and date and resets the following fields to 0: all bid and ask fields, last time and volume, open, high, low, cumulative volume, trade

http://www.nasdaqtrader.com/Trader.aspx?id=level1

http://www.nasdaqtrader.com/Trader.aspx?id=nasdaqbasic


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count and tick direction. The rollover time is exchange specific but typically occurs around one hour before the exchange opens for

the day. A few examples below1:

Exchange Rollover Time ASX 13.20 EST Hong Kong Stock exchange 17.15 EST Bombay Stock Exchange 20.00 EST MICEX 09.10 MSK London Stock exchange 03.20 GMT NYSE AMEX 03.00 EST 5.8 Close fields When the market closes, LAST_PRICE and OFFICAL_CLOSE are both2 populated with the official close price for the day. At the

rollover early next morning this close value is copied over to PREV_CLOSE and OFFICIAL_CLOSE is reset to 0. LAST_PRICE and

PREV_CLOSE will have the same value until the market opens when LAST_PRICE will be updated with the current price while

PREV_CLOSE will keep the close value until next day’s rollover. The field PREV_CLOSE_2 will keep the previous close value until

about an hour before market open and can be used to calculate the price change for the previous day closer to market open.

Time Last and Close field values Market Close LAST_PRICE = OFFICIAL_CLOSE = Todays official close price

PREV_CLOSE = PREV_CLOSE_2 = Previous day’s close price

Rollover LAST_PRICE = PREV_CLOSE = Previous day’s close price PREV_CLOSE_2 = Close price as of two days ago OFFICIAL_CLOSE = 0 Shortly before Market open LAST_PRICE = PREV_CLOSE = PREV_CLOSE_2 = Previous day’s close price OFFICIAL_CLOSE = 0 Market Open LAST_PRICE = Current value PREV_CLOSE = PREV_CLOSE_2 = Previous day’s close price OFFICIAL_CLOSE = 0

1 Subject to change, please contact FactSet Consulting Services for the latest information. 2 In rare cases, the exchange might send an official close value that differs from the LAST_PRICE value, if so the OFFICIAL_CLOSE value will be used to populate the PREV_CLOSE value at rollover.


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Appendix

Appendix A: ISO 8859-1 Table

Char Code Name Description

32 - Normal space

33 - Exclamation

34 quot Double quote

35 - Hash

36 - Dollar

37 - Percent

38 amp Ampersand

39 - Apostrophe

40 - Open bracket

41 - Close bracket

42 - Asterisk

43 - Plus sign

44 - Comma

45 - Minus sign

46 - Period

47 - Forward slash


48 - Digit 0

49 - Digit 1

50 - Digit 2

51 - Digit 3

52 - Digit 4

53 - Digit 5

54 - Digit 6

55 - Digit 7

56 - Digit 8

57 - Digit 9

58 - Colon

59 - Semicolon

60 lt Less than

61 - Equals

62 gt Greater than

63 - Question mark


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ISO 8859-1 Table (continued)


64 - At sign

65 - A

66 - B

67 - C

68 - D

69 - E

70 - F

71 - G

72 - H

73 - I

74 - J

75 - K

76 - L

77 - M

78 - N

79 - O


80 - P

81 - Q

82 - R

83 - S

84 - T

85 - U

86 - V

87 - W

88 - X

89 - Y

90 - Z

91 - Open square bracket

92 - Backslash

93 - Close square bracket

94 - Caret

95 - Underscore


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96 - Grave accent

97 - a

98 - b

99 - c

100 - d

101 - e

102 - f

103 - g

104 - h

105 - i

106 - j

107 - k

108 - l

109 - m

110 - n

111 - o


112 - p

113 - q

114 - r

115 - s

116 - t

117 - u

118 - v

119 - w

120 - x

121 - y

122 - z

123 - Left brace

124 - Vertical bar

125 - Right brace

126 - Tilde

127 - (Unused)


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160 nbsp Non-breaking space

161 iexcl Inverted exclamation

162 cent Cent sign

163 pound Pound sign

164 curren Currency sign

165 yen Yen sign

166 brvbar Broken bar

167 sect Section sign

168 uml Umlaut or diaeresis

169 copy Copyright sign

170 ordf Feminine ordinal

171 laquo Left angle quotes

172 not Logical not sign

173 shy Soft hyphen

174 reg Registered trademark

175 macr Spacing macron


176 deg Degree sign

177 plusmn Plus-minus sign

178 sup2 Superscript 2


180 acute Spacing acute

181 micro Micro sign

182 para Paragraph sign

183 middot Middle dot

184 cedil Spacing cedilla


186 ordm Masculine ordinal

187 raquo Right angle quotes

188 frac14 One quarter

189 frac12 One half

190 frac34 Three quarters

191 iquest Inverted question mark


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192 Agrave A grave

193 Aacute A acute

194 Acirc A circumflex

195 Atilde A tilde

196 Auml A umlaut

197 Aring A ring

198 AElig AE ligature

199 Ccedil C cedilla

200 Egrave E grave

201 Eacute E acute

202 Ecirc E circumflex

203 Euml E umlaut

204 Igrave I grave

205 Iacute I acute

206 Icirc I circumflex

207 Iuml I umlaut


208 ETH ETH

209 Ntilde N tilde

210 Ograve O grave

211 Oacute O acute

212 Ocirc O circumflex

213 Otilde O tilde

214 Ouml O umlaut

215 times Multiplication sign

216 Oslash O slash

217 Ugrave U grave

218 Uacute U acute

219 Ucirc U circumflex

220 Uuml U umlaut

221 Yacute Y acute

222 THORN THORN

223 szlig sharp s


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224 agrave a grave

225 aacute a acute

226 acirc a circumflex

227 atilde a tilde

228 auml a umlaut

229 aring a ring

230 aelig ae ligature

231 ccedil c cedilla

232 egrave e grave

233 eacute e acute

234 ecirc e circumflex

235 euml e umlaut

236 igrave i grave

237 iacute i acute

238 icirc i circumflex

239 iuml i umlaut


240 eth eth

241 ntilde n tilde

242 ograve o grave

243 oacute o acute

244 ocirc o circumflex

245 otilde o tilde

246 ouml o umlaut

247 divide division sign

248 oslash o slash

249 ugrave u grave

250 uacute u acute

251 ucirc u circumflex

252 uuml u umlaut

253 yacute y acute

254 thorn thorn

255 yuml y umlaut


(62)


Appendix B: International Currency Codes ISO-4217

Currency ISO Code

Currency ISO Code

Afghani AFA Denar MKD

Algerian Dinar

DZD Deutsche Mark

DEM

Andorran Peseta

ADP Dinar BAD

Argentine Peso

ARS Djibouti Franc

DJF

Armenian Dram

AMD Dobra STD

Aruban Guilder

AWG Dominican Peso

DOP

Australian Dollar

AUD Dong VND

Azerbaijanian Manat

AZM Drachma GRD

Bahamian Dollar

BSD East Caribbean Dollar\

XCD

Bahraini Dinar

BHD Egyptian Pound

EGP

Baht THB El Salvador Colon

SVC

Balboa PAB Ethiopian Birr

ETB

Barbados Dollar

BBD Euro EUR

Belarussian Ruble

BYB

Belgian Franc BEF Falkland Islands Pound

FKP

Belize Dollar BZD Fiji Dollar FJD

Bermudian Dollar

BMD Financial Rand

ZAL

Bolivar VEB Forint HUF

Boliviano BOB French Franc

FRF

Brazilian Real BRL Gibraltar Pound

GIP

Brunei Dollar BND Gourde HTG

Currency ISO Code

Currency ISO Code

Burundi Franc

BIF Guarani PYG

Canadian Dollar

CAD Guinea Franc

GNF

Cape Verde Escudo

CVE Guinea-Bissau Peso

GWP

Cayman Islands Do

KYD Guyana Dollar

GYD

Cedi GHC Hong Kong Dollar

HKD

CFA Franc BCEAO

XOF Hryvna UAG

CFA Franc BEAC

XAF Iceland Krona

ISK

CFP Franc XPF Indian Rupee

INR

Chilean Peso CLP Iranian Rial IRR

Colombian Peso

COP Iraqi Dinar IQD

Comoro Franc

KMF Irish Pound IEP

Cordoba Oro NIO Italian Lira ITL

Costa Rican Colon

CRC Jamaican Dollar

JMD

Cuban Peso CUP Jordanian Dinar

JOD

Cyprus Pound

CYP Karbovanets UAK

Czech Koruna CZK Kenyan Shilling

KES

Dalasi GMD Kina PGK

Danish Krone DKK Kip LAK

Kroon EEK North Korean Won

KPW

Kuna HRK Norwegian Krone

NOK


(63)


Currency ISO Code

Currency ISO Code

Kuwaiti Dinar KWD Nuevo Sol PEN

Kwacha MWK Ouguiya MRO

Kwacha ZMK Pa’anga TOP

Kwanza Reajustado

AOR Pakistan Rupee

PKR

Kyat MMK Pataca MOP

Lari GEL Peso Uruguayo

UYU

Latvian Lats LVL Philippine Peso

PHP

Lebanese Pound

LBP Portuguese Escudo

PTE

Lek ALL Pound Sterling

GBP

Lempira HNL Pula BWP

Leone SLL Qatari Rial QAR

Leu ROL Quetzal GTQ

Lev BGL Rand ZAR

Liberian Dollar

LRD Rial Omani OMR

Libyan Dinar LYD Riel KHR

Lilangeni SZL Rufiyaa MVR

Lithuanian Litas

LTL Rupiah IDR

Loti LSL Russian Ruble

RUR

Luxembourg Franc

LUF Rwanda Franc

RWF

Malagasy Franc

MGF Saudi Riyal SAR

Malaysian Ringgit

MYR Seychelles Rupee

SCR

Maltese Lira MTL Shekel ILS

Manat TMM Shilling ATS

Markka FIM Singapore Dollar

SGD

Mauritius Rupee

MUR Slovak Koruna

SKK

Metical MZM Solomon Islands Dollar

SBD

Currency ISO Code

Currency ISO Code

Mexican Nuevo Peso

MXN Som KGS

Moldovan Leu

MDL Somali Shilling

SOS

Moroccan Dirham

MAD Spanish Peseta

ESP

MVDol BOV Sri Lanka Rupee

LKR

Namibia Dollar

NAD St. Helena Pound

SHP

Nepalese Rupee

NPR Sucre ECS

Netherlands Antillean Guilder

ANG Sudanese Dinar

SDD

Netherlands Gu

NLG Surinam Guilder

SRG

New Dinar YUM Swedish Krona

SEK

New Kwanza AON Swiss Franc CHF

New Taiwan Dollar

TWD Syrian Pound

SYP

New Zaire ZRN Tajik Ruble TJR

New Zealand Dollar

NZD Taka BDT

Ngultrum BTN Tala WST

Tanzanian Shilling

TZS Unidades de Formento

CLF

Tenge KZT US Dollar USD

Timor Escudo TPE Uzbekistan Sum

UZS

Tolar SIT Vatu VUV

Trinidad and Tobago Dollar

TTD Won KRW

Tugrik MNT Yemeni Rial YER

Tunisian Dollar

TND Yen JPY


(64)


Currency ISO Code

Currency ISO Code

Turkish Lira TRL Yuan Renminbi

CNY

UAE Dirham AED Zimbabwe Dollar

ZWD

Currency ISO Code

Currency ISO Code

Uganda Shilling

UGX Zloty PLN

Unidad de Valor Constante

ECV Zloty PLZ

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